-27.4%
ON vs ABBV
+85.2%
-112.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -4.2% |
| 7D | -2.2% | -4.3% | +2.2% | -1.8% |
| 30D | -12.4% | +1.1% | -13.5% | -12.6% |
| 3M | -41.2% | +12.3% | -53.5% | -42.8% |
| 6M | +25.0% | +9.8% | +15.2% | +21.8% |
| YTD | +31.3% | +11.5% | +19.8% | +27.3% |
| 1Y | +45.4% | +22.3% | +23.2% | +37.1% |
| 3Y | -27.4% | +85.2% | -112.6% | -29.4% |
| All | -27.4% | +85.2% | -112.6% | -29.4% |
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