+6.6%
ON vs ABBV
+135.2%
-128.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +12.2% | +1.3% | +11.0% | +12.1% |
| 30D | -3.1% | +4.7% | -7.8% | -3.4% |
| 3M | -12.9% | +18.3% | -31.2% | -14.0% |
| 6M | -38.6% | +43.4% | -82.0% | -42.2% |
| YTD | +31.2% | +33.0% | -1.8% | +25.3% |
| 1Y | +47.6% | +30.8% | +16.8% | +41.6% |
| 3Y | +6.6% | +135.1% | -128.5% | -3.3% |
| All | +6.6% | +135.2% | -128.6% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling