+1,354.0%
ABBV vs DD
+265.3%
+1,088.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.3% | +5.0% | -3.7% | 0.0% |
| 30D | +4.7% | +19.7% | -15.0% | -0.2% |
| 3M | +18.3% | +7.2% | +11.2% | +15.9% |
| 6M | +43.4% | +1.0% | +42.3% | +42.1% |
| YTD | +33.0% | +29.1% | +3.9% | +22.4% |
| 1Y | +30.8% | +28.5% | +2.3% | +20.5% |
| 3Y | +135.1% | +89.4% | +45.7% | +90.5% |
| 5Y | +201.2% | +67.1% | +134.1% | +147.5% |
| 10Y | +602.7% | +97.5% | +505.1% | +402.9% |
| All | +1,354.0% | +265.3% | +1,088.7% | +747.0% |
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