+128.0%
ABBV vs OVV
+34.1%
+93.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -1.2% | -16.7% | +15.4% | +0.1% |
| 30D | +8.0% | -1.5% | +9.5% | +8.1% |
| 3M | +20.2% | +1.6% | +18.6% | +20.0% |
| 6M | +44.0% | +2.0% | +41.9% | +43.4% |
| YTD | +31.3% | +56.8% | -25.5% | +26.0% |
| 1Y | +37.0% | +64.8% | -27.9% | +30.6% |
| 3Y | +128.0% | +38.3% | +89.7% | +117.7% |
| All | +128.0% | +34.1% | +93.8% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling