+24.2%
ABBV vs DBX
+12.7%
+11.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.7% |
| 7D | -2.0% | -1.8% | -0.2% | -2.1% |
| 30D | +2.0% | +2.8% | -0.9% | +2.1% |
| 3M | +14.2% | +26.8% | -12.6% | +15.5% |
| 6M | +14.1% | +32.8% | -18.7% | +16.1% |
| YTD | +14.2% | +26.1% | -11.8% | +15.6% |
| 1Y | +24.2% | +14.1% | +10.1% | +21.6% |
| All | +24.2% | +12.7% | +11.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling