+335.8%
ABBV vs DBX
+15.6%
+320.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | -3.3% | +4.5% | +1.6% |
| 30D | +4.7% | -5.9% | +10.6% | +5.3% |
| 3M | +18.3% | -6.7% | +25.0% | +19.0% |
| 6M | +43.4% | +28.0% | +15.4% | +38.9% |
| YTD | +33.0% | +20.6% | +12.4% | +29.3% |
| 1Y | +30.8% | +10.3% | +20.5% | +28.5% |
| 3Y | +135.1% | +24.0% | +111.1% | +123.2% |
| 5Y | +201.2% | +24.2% | +177.0% | +181.8% |
| All | +335.8% | +15.6% | +320.2% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling