+1,156.2%
ABBV vs DAR
+297.0%
+859.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +4.2% | +12.8% | -8.6% | +2.4% |
| 3M | +14.8% | +7.4% | +7.5% | +13.4% |
| 6M | +10.3% | +22.3% | -12.0% | +6.8% |
| YTD | +14.9% | +81.1% | -66.2% | +5.2% |
| 1Y | +24.1% | +106.5% | -82.4% | +11.1% |
| 3Y | +91.9% | +5.3% | +86.6% | +85.8% |
| 5Y | +176.0% | -11.5% | +187.6% | +167.2% |
| 10Y | +502.9% | +353.3% | +149.6% | +296.0% |
| All | +1,156.2% | +297.0% | +859.2% | +792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling