+170.8%
ABBV vs DAR
-8.5%
+179.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.1% |
| 7D | -4.3% | -0.9% | -3.4% | -4.3% |
| 30D | +1.1% | +13.0% | -11.8% | +0.5% |
| 3M | +12.3% | +15.0% | -2.7% | +11.5% |
| 6M | +9.8% | +26.8% | -17.1% | +8.3% |
| YTD | +11.5% | +86.4% | -75.0% | +7.6% |
| 1Y | +22.3% | +115.1% | -92.8% | +16.9% |
| 3Y | +85.2% | +14.6% | +70.5% | +81.8% |
| 5Y | +170.8% | -8.8% | +179.6% | +168.2% |
| All | +170.8% | -8.5% | +179.3% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling