+572.1%
ON vs ABBV
+510.4%
+61.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.7% |
| 7D | -4.7% | -2.0% | -2.7% | -4.0% |
| 30D | -13.5% | +2.0% | -15.5% | -14.3% |
| 3M | -36.3% | +14.2% | -50.5% | -40.4% |
| 6M | +17.8% | +14.1% | +3.7% | +9.7% |
| YTD | +29.6% | +14.2% | +15.3% | +20.2% |
| 1Y | +45.8% | +24.2% | +21.6% | +29.8% |
| 3Y | -28.3% | +89.8% | -118.1% | -48.3% |
| 5Y | +49.6% | +187.2% | -137.5% | -13.5% |
| All | +572.1% | +510.4% | +61.8% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABBV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling