+201.0%
ABBV vs DFNS
-100.0%
+301.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -19.4% | +19.2% | -0.2% |
| 7D | +2.2% | -12.7% | +14.8% | +2.2% |
| 30D | +8.0% | -65.2% | +73.2% | +8.0% |
| 3M | +19.1% | -94.6% | +113.7% | +19.2% |
| 6M | +43.5% | -96.2% | +139.8% | +43.5% |
| YTD | +32.7% | -99.6% | +132.3% | +32.9% |
| 1Y | +30.0% | -99.7% | +129.7% | +30.2% |
| 3Y | +134.7% | -100.0% | +234.7% | +126.8% |
| All | +201.0% | -100.0% | +301.0% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling