-49.4%
ORCL vs ABBV
+38.2%
-87.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.4% |
| 7D | -6.5% | +2.8% | -9.3% | -5.3% |
| 30D | -16.6% | +7.0% | -23.5% | -13.4% |
| 3M | -21.6% | +19.2% | -40.9% | -14.2% |
| 6M | -39.4% | +47.8% | -87.1% | -30.0% |
| YTD | -38.7% | +32.5% | -71.1% | -29.5% |
| All | -49.4% | +38.2% | -87.6% | -41.6% |
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