+274.4%
ABBV vs DBX
+20.9%
+253.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.8% |
| 30D | +2.0% | +2.8% | -0.9% | +1.6% |
| 3M | +14.2% | +26.8% | -12.6% | +11.0% |
| 6M | +14.1% | +32.8% | -18.7% | +9.9% |
| YTD | +14.2% | +26.1% | -11.8% | +10.7% |
| 1Y | +24.2% | +14.1% | +10.1% | +21.6% |
| 3Y | +89.8% | +25.7% | +64.1% | +80.3% |
| 5Y | +187.2% | +11.2% | +176.0% | +174.2% |
| All | +274.4% | +20.9% | +253.5% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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