+34.9%
ABBV vs DFNS
-99.7%
+134.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.7% | -12.4% | +0.4% |
| 7D | +0.1% | -13.0% | +13.0% | 0.0% |
| 30D | +5.6% | -56.9% | +62.4% | +5.3% |
| 3M | +18.7% | -93.2% | +111.9% | +17.7% |
| 6M | +47.4% | -95.4% | +142.8% | +46.6% |
| YTD | +33.0% | -99.5% | +132.5% | +26.8% |
| 1Y | +34.9% | -99.6% | +134.6% | +28.6% |
| All | +34.9% | -99.7% | +134.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling