+1,335.6%
ABBV vs D
+132.1%
+1,203.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.2% | +3.0% | -4.2% | -2.1% |
| 30D | +8.0% | +11.5% | -3.5% | +4.4% |
| 3M | +20.2% | +3.7% | +16.5% | +18.7% |
| 6M | +44.0% | +13.5% | +30.4% | +38.1% |
| YTD | +31.3% | +20.7% | +10.6% | +23.3% |
| 1Y | +37.0% | +18.2% | +18.7% | +29.4% |
| 3Y | +128.0% | +73.3% | +54.6% | +90.0% |
| 5Y | +196.9% | +12.3% | +184.7% | +181.0% |
| 10Y | +681.2% | +43.4% | +637.8% | +565.7% |
| All | +1,335.6% | +132.1% | +1,203.5% | +827.5% |
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 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