-28.0%
ORCL vs ABBV
+24.6%
-52.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +2.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.5% |
| 30D | +10.0% | +4.2% | +5.8% | +11.9% |
| 3M | -32.6% | +14.8% | -47.4% | -29.0% |
| 6M | +4.9% | +10.3% | -5.3% | +10.5% |
| YTD | -17.8% | +14.9% | -32.6% | -12.5% |
| 1Y | -28.0% | +24.1% | -52.1% | -21.9% |
| All | -28.0% | +24.6% | -52.6% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling