+579.9%
ON vs ABBV
+500.6%
+79.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -1.9% | -4.1% | +2.3% | -0.4% |
| 30D | -11.0% | +1.2% | -12.2% | -11.6% |
| 3M | -39.3% | +12.1% | -51.4% | -42.9% |
| 6M | +19.8% | +12.0% | +7.8% | +12.4% |
| YTD | +31.1% | +12.4% | +18.7% | +22.3% |
| 1Y | +46.0% | +22.9% | +23.0% | +30.4% |
| 3Y | -27.5% | +86.8% | -114.3% | -47.4% |
| 5Y | +56.9% | +181.0% | -124.1% | -8.6% |
| All | +579.9% | +500.6% | +79.3% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling