+864.2%
ON vs ABBV
+1,362.3%
-498.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +12.2% | +1.3% | +11.0% | +11.8% |
| 30D | -3.1% | +4.7% | -7.8% | -4.7% |
| 3M | -12.9% | +18.3% | -31.2% | -18.2% |
| 6M | -38.6% | +43.4% | -82.0% | -47.2% |
| YTD | +31.2% | +33.0% | -1.8% | +15.5% |
| 1Y | +47.6% | +30.8% | +16.8% | +30.8% |
| 3Y | +6.6% | +135.1% | -128.5% | -27.3% |
| 5Y | +21.3% | +201.2% | -180.0% | -27.1% |
| 10Y | +533.3% | +602.7% | -69.4% | +168.2% |
| All | +864.2% | +1,362.3% | -498.1% | +252.2% |
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