+135.1%
ABBV vs DD
+91.0%
+44.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.1% | +3.2% | -3.2% | -0.5% |
| 30D | +5.6% | +20.3% | -14.7% | +2.3% |
| 3M | +18.7% | +8.2% | +10.5% | +17.0% |
| 6M | +47.4% | +3.4% | +44.0% | +46.3% |
| YTD | +33.0% | +30.6% | +2.3% | +24.5% |
| 1Y | +34.9% | +30.6% | +4.3% | +26.2% |
| All | +135.1% | +91.0% | +44.1% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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