+187.2%
ABBV vs DE
+97.0%
+90.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | +2.0% | +9.7% | -7.7% | +0.8% |
| 3M | +14.2% | +21.4% | -7.2% | +11.3% |
| 6M | +14.1% | +15.0% | -0.9% | +11.8% |
| YTD | +14.2% | +46.4% | -32.2% | +8.2% |
| 1Y | +24.2% | +45.6% | -21.4% | +17.7% |
| 3Y | +89.8% | +76.8% | +13.0% | +74.3% |
| 5Y | +187.2% | +99.4% | +87.8% | +165.3% |
| All | +187.2% | +97.0% | +90.2% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling