+600.0%
ABBV vs DAR
+271.3%
+328.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.8% | -3.8% | +6.6% | +3.2% |
| 30D | +7.0% | -14.4% | +21.4% | +8.9% |
| 3M | +19.2% | -17.9% | +37.2% | +21.9% |
| 6M | +47.8% | -18.3% | +66.1% | +50.8% |
| YTD | +32.5% | +43.2% | -10.8% | +25.1% |
| 1Y | +38.4% | +57.7% | -19.3% | +28.8% |
| 3Y | +134.3% | +22.7% | +111.6% | +119.8% |
| 5Y | +200.6% | -34.0% | +234.7% | +205.0% |
| All | +600.0% | +271.3% | +328.7% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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