+1,118.6%
ABBV vs DE
+894.5%
+224.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -2.6% |
| 7D | -4.3% | +0.7% | -5.0% | -4.5% |
| 30D | +1.1% | +9.6% | -8.5% | -1.2% |
| 3M | +12.3% | +19.0% | -6.7% | +7.4% |
| 6M | +9.8% | +16.1% | -6.3% | +5.4% |
| YTD | +11.5% | +47.0% | -35.6% | +0.4% |
| 1Y | +22.3% | +43.1% | -20.9% | +10.7% |
| 3Y | +85.2% | +77.5% | +7.7% | +56.4% |
| 5Y | +170.8% | +96.4% | +74.5% | +116.4% |
| 10Y | +485.4% | +852.9% | -367.4% | +182.7% |
| All | +1,118.6% | +894.5% | +224.0% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling