+30.6%
ORCL vs ABBV
+196.9%
-166.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | -11.2% | -1.2% | -9.9% | -11.1% |
| 30D | -18.8% | +8.0% | -26.8% | -18.8% |
| 3M | -18.8% | +20.2% | -39.0% | -18.9% |
| 6M | -39.7% | +44.0% | -83.7% | -40.9% |
| YTD | -39.6% | +31.3% | -70.9% | -40.2% |
| 1Y | -51.7% | +37.0% | -88.7% | -52.5% |
| 3Y | +10.2% | +128.0% | -117.7% | -1.5% |
| All | +30.6% | +196.9% | -166.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling