+193.8%
ABBV vs DECK
+25.8%
+168.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -0.9% | +6.0% | -6.9% | -1.0% |
| 30D | +8.7% | +7.4% | +1.3% | +8.6% |
| 3M | +17.8% | -11.7% | +29.4% | +18.0% |
| 6M | +41.7% | -11.0% | +52.7% | +41.9% |
| YTD | +29.9% | -15.4% | +45.3% | +30.1% |
| 1Y | +37.0% | +7.2% | +29.7% | +36.7% |
| 3Y | +125.2% | -11.8% | +137.0% | +120.4% |
| 5Y | +193.8% | +24.3% | +169.4% | +175.3% |
| All | +193.8% | +25.8% | +168.0% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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