-4.2%
ABT vs OVV
+84.0%
-88.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +3.5% | -16.7% | +20.2% | +4.5% |
| 30D | +12.0% | -1.5% | +13.5% | +12.0% |
| 3M | +2.5% | +1.6% | +0.9% | +2.2% |
| 6M | +29.1% | +2.0% | +27.0% | +28.6% |
| YTD | -10.1% | +56.8% | -66.9% | -13.0% |
| 1Y | -9.8% | +64.8% | -74.7% | -13.1% |
| 3Y | +23.3% | +38.3% | -15.0% | +18.9% |
| All | -4.2% | +84.0% | -88.3% | -8.3% |
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