+231.0%
ABBV vs DFNS
-99.9%
+330.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +0.4% | -16.0% | +16.4% | +0.4% |
| 30D | +4.2% | -77.7% | +81.9% | +4.2% |
| 3M | +14.8% | -77.2% | +92.0% | +14.7% |
| 6M | +10.3% | -95.2% | +105.4% | +10.3% |
| YTD | +14.9% | -98.0% | +112.9% | +15.0% |
| 1Y | +24.1% | -98.3% | +122.4% | +24.2% |
| 3Y | +91.9% | -99.9% | +191.8% | +86.4% |
| 5Y | +176.0% | -99.9% | +275.9% | +158.5% |
| All | +231.0% | -99.9% | +330.8% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling