+223.8%
ABBV vs DFNS
-99.9%
+323.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +0.9% |
| 7D | -4.1% | +4.6% | -8.8% | -4.1% |
| 30D | +1.2% | -73.9% | +75.1% | +1.2% |
| 3M | +12.1% | -71.7% | +83.8% | +12.0% |
| 6M | +12.0% | -94.6% | +106.6% | +12.0% |
| YTD | +12.4% | -98.1% | +110.5% | +12.5% |
| 1Y | +22.9% | -98.3% | +121.2% | +23.0% |
| 3Y | +86.8% | -99.9% | +186.6% | +81.5% |
| 5Y | +181.0% | -99.9% | +280.9% | +163.5% |
| All | +223.8% | -99.9% | +323.7% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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