+86.7%
ABBV vs DD
+42.2%
+44.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.3% |
| 7D | -4.1% | -3.8% | -0.4% | -3.5% |
| 30D | +1.2% | -9.2% | +10.4% | +2.8% |
| 3M | +12.1% | -9.0% | +21.1% | +13.7% |
| 6M | +12.0% | -5.0% | +17.0% | +12.3% |
| YTD | +12.4% | +7.4% | +5.0% | +9.1% |
| 1Y | +22.9% | +35.1% | -12.2% | +12.6% |
| All | +86.7% | +42.2% | +44.6% | +66.5% |
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