+13.8%
ORCL vs ABBV
+135.2%
-121.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +8.0% | +1.3% | +6.7% | +8.1% |
| 30D | -4.0% | +4.7% | -8.7% | -3.4% |
| 3M | -19.5% | +18.3% | -37.8% | -17.9% |
| 6M | -33.5% | +43.4% | -76.9% | -32.1% |
| YTD | -34.8% | +33.0% | -67.8% | -33.2% |
| 1Y | -41.6% | +30.8% | -72.4% | -40.1% |
| 3Y | +13.8% | +135.1% | -121.4% | +36.0% |
| All | +13.8% | +135.2% | -121.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling