+504.9%
ABBV vs DE
+863.9%
-359.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +0.3% | -2.6% | +2.8% | +0.9% |
| 30D | +3.4% | +9.0% | -5.7% | +1.2% |
| 3M | +15.2% | +19.1% | -3.9% | +10.2% |
| 6M | +14.7% | +14.4% | +0.3% | +10.5% |
| YTD | +15.2% | +45.9% | -30.8% | +4.0% |
| 1Y | +20.4% | +43.6% | -23.2% | +8.9% |
| 3Y | +91.3% | +75.9% | +15.5% | +62.0% |
| 5Y | +189.6% | +98.8% | +90.8% | +130.0% |
| All | +504.9% | +863.9% | -359.0% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling