+455.9%
ORCL vs ABBV
+1,163.4%
-707.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.4% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +10.0% | +4.2% | +5.8% | +8.8% |
| 3M | -32.6% | +14.8% | -47.4% | -35.3% |
| 6M | +4.9% | +10.3% | -5.3% | +1.5% |
| YTD | -17.8% | +14.9% | -32.6% | -21.4% |
| 1Y | -28.0% | +24.1% | -52.1% | -33.0% |
| 3Y | +36.0% | +91.9% | -55.9% | +9.9% |
| 5Y | +88.7% | +176.0% | -87.3% | +34.8% |
| 10Y | +346.9% | +502.9% | -156.0% | +150.2% |
| All | +455.9% | +1,163.4% | -707.5% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling