+22.9%
ABBV vs DAR
+116.5%
-93.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -4.1% | -0.2% | -4.0% | -4.1% |
| 30D | +1.2% | +7.4% | -6.3% | +1.4% |
| 3M | +12.1% | +15.7% | -3.6% | +12.6% |
| 6M | +12.0% | +30.0% | -18.0% | +12.2% |
| YTD | +12.4% | +87.5% | -75.1% | +12.9% |
| 1Y | +22.9% | +113.4% | -90.4% | +23.5% |
| All | +22.9% | +116.5% | -93.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling