+202.1%
ABBV vs DD
+70.3%
+131.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | +18.7% | +8.2% | +10.5% | +17.0% |
| 6M | +47.4% | +3.4% | +44.0% | +46.2% |
| YTD | +33.0% | +30.6% | +2.3% | +25.5% |
| 1Y | +34.9% | +30.6% | +4.3% | +27.2% |
| 3Y | +135.2% | +91.1% | +44.1% | +103.0% |
| 5Y | +202.1% | +68.6% | +133.5% | +164.1% |
| All | +202.1% | +70.3% | +131.8% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling