+1,156.2%
ABBV vs D
+122.8%
+1,033.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | +4.2% | -2.6% | +6.8% | +5.0% |
| 3M | +14.8% | 0.0% | +14.8% | +14.8% |
| 6M | +10.3% | +7.4% | +2.9% | +7.7% |
| YTD | +14.9% | +15.9% | -1.0% | +9.4% |
| 1Y | +24.1% | +18.1% | +6.0% | +17.4% |
| 3Y | +91.9% | +58.4% | +33.6% | +64.2% |
| 5Y | +176.0% | +5.2% | +170.8% | +166.7% |
| 10Y | +502.9% | +35.9% | +467.1% | +423.0% |
| All | +1,156.2% | +122.8% | +1,033.4% | +722.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling