+199.8%
ABBV vs OVV
+84.0%
+115.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +43.5% |
| YTD | +31.3% | +56.8% | -25.5% | +27.1% |
| 1Y | +37.0% | +64.8% | -27.9% | +32.1% |
| 3Y | +128.0% | +38.3% | +89.7% | +119.9% |
| All | +199.8% | +84.0% | +115.7% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling