+1,156.2%
ABBV vs DD
+212.6%
+943.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +0.4% | -3.5% | +3.9% | +1.3% |
| 30D | +4.2% | -10.3% | +14.5% | +7.0% |
| 3M | +14.8% | -7.5% | +22.4% | +16.8% |
| 6M | +10.3% | -8.0% | +18.3% | +11.9% |
| YTD | +14.9% | +10.5% | +4.4% | +10.4% |
| 1Y | +24.1% | +38.3% | -14.1% | +11.7% |
| 3Y | +91.9% | +42.5% | +49.5% | +68.0% |
| 5Y | +176.0% | +60.2% | +115.9% | +128.1% |
| 10Y | +502.9% | +68.9% | +434.1% | +350.6% |
| All | +1,156.2% | +212.6% | +943.6% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling