+201.6%
ABBV vs OVV
+107.0%
+94.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.3% | +8.0% | -6.8% | +0.8% |
| 30D | +4.7% | -2.0% | +6.8% | +4.8% |
| 3M | +18.3% | +5.4% | +12.9% | +17.9% |
| 6M | +43.4% | +14.3% | +29.1% | +41.9% |
| YTD | +33.0% | +69.4% | -36.4% | +28.1% |
| 1Y | +30.8% | +72.4% | -41.6% | +25.8% |
| 3Y | +135.1% | +58.4% | +76.7% | +124.9% |
| All | +201.6% | +107.0% | +94.6% | +183.6% |
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