+909.2%
ON vs ABBV
+1,163.4%
-254.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +2.4% | +0.4% | +2.1% | +2.3% |
| 30D | -3.3% | +4.2% | -7.5% | -4.9% |
| 3M | -43.6% | +14.8% | -58.4% | -47.3% |
| 6M | +19.0% | +10.3% | +8.7% | +12.6% |
| YTD | +37.4% | +14.9% | +22.5% | +27.5% |
| 1Y | +54.8% | +24.1% | +30.6% | +38.6% |
| 3Y | -25.2% | +91.9% | -117.1% | -45.0% |
| 5Y | +62.7% | +176.0% | -113.3% | +0.5% |
| 10Y | +574.3% | +502.9% | +71.4% | +201.2% |
| All | +909.2% | +1,163.4% | -254.2% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling