+40.7%
ABBV vs D
+23.9%
+16.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +2.2% |
| 7D | +3.1% | +8.5% | -5.4% | +1.5% |
| 30D | +11.6% | +14.3% | -2.7% | +8.9% |
| 3M | +21.7% | +1.8% | +19.9% | +21.1% |
| 6M | +43.5% | +13.0% | +30.5% | +41.5% |
| YTD | +32.9% | +22.7% | +10.1% | +31.9% |
| 1Y | +40.7% | +22.6% | +18.0% | +39.5% |
| All | +40.7% | +23.9% | +16.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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