+135.1%
ABBV vs DBX
+26.6%
+108.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | -3.3% | +4.5% | +1.3% |
| 30D | +4.7% | -5.9% | +10.6% | +4.7% |
| 3M | +18.3% | -6.7% | +25.0% | +18.3% |
| 6M | +43.4% | +28.0% | +15.4% | +43.8% |
| YTD | +33.0% | +20.6% | +12.4% | +33.5% |
| 1Y | +30.8% | +10.3% | +20.5% | +31.3% |
| 3Y | +135.1% | +24.0% | +111.1% | +137.9% |
| All | +135.1% | +26.6% | +108.6% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling