+135.1%
ABBV vs D
+73.4%
+61.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.3% | -1.4% | +2.6% | +1.7% |
| 30D | +4.7% | +7.7% | -3.0% | +2.5% |
| 3M | +18.3% | -0.3% | +18.6% | +18.3% |
| 6M | +43.4% | +10.1% | +33.3% | +39.4% |
| YTD | +33.0% | +19.1% | +13.9% | +26.1% |
| 1Y | +30.8% | +15.9% | +14.9% | +24.9% |
| 3Y | +135.1% | +75.0% | +60.1% | +116.4% |
| All | +135.1% | +73.4% | +61.8% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling