+485.4%
ABBV vs D
+35.9%
+449.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -4.3% | +0.8% | -5.1% | -4.5% |
| 30D | +1.1% | -0.7% | +1.9% | +1.3% |
| 3M | +12.3% | +2.1% | +10.2% | +11.6% |
| 6M | +9.8% | +6.8% | +3.0% | +7.5% |
| YTD | +11.5% | +16.5% | -5.1% | +6.3% |
| 1Y | +22.3% | +19.2% | +3.1% | +15.7% |
| 3Y | +85.2% | +61.9% | +23.3% | +59.2% |
| 5Y | +170.8% | +6.5% | +164.3% | +161.7% |
| 10Y | +485.4% | +35.3% | +450.2% | +448.8% |
| All | +485.4% | +35.9% | +449.6% | +448.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling