+603.7%
ABBV vs D
+42.1%
+561.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.5% | +0.8% | +0.8% | +1.3% |
| 30D | +6.7% | +10.7% | -4.0% | +3.6% |
| 3M | +19.9% | +2.3% | +17.7% | +19.0% |
| 6M | +47.5% | +12.5% | +35.0% | +42.1% |
| YTD | +32.2% | +20.1% | +12.1% | +24.7% |
| 1Y | +37.8% | +15.6% | +22.3% | +31.4% |
| 3Y | +134.8% | +75.2% | +59.6% | +96.8% |
| 5Y | +203.0% | +14.6% | +188.4% | +186.3% |
| 10Y | +603.7% | +43.8% | +559.9% | +547.7% |
| All | +603.7% | +42.1% | +561.6% | +547.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling