+275.4%
ORCL vs ABBV
+598.0%
-322.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +10.4% | +2.2% | +8.2% | +9.9% |
| 30D | -11.2% | +8.0% | -19.2% | -12.7% |
| 3M | -16.8% | +19.1% | -35.9% | -20.1% |
| 6M | -31.5% | +43.5% | -75.0% | -37.7% |
| YTD | -33.9% | +32.7% | -66.6% | -39.0% |
| 1Y | -43.3% | +30.0% | -73.3% | -47.3% |
| 3Y | +16.5% | +134.7% | -118.3% | -12.0% |
| 5Y | +45.4% | +200.7% | -155.3% | -1.2% |
| All | +275.4% | +598.0% | -322.5% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling