+40.7%
ABBV vs DG
+45.3%
-4.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.5% | -5.4% | +2.3% |
| 7D | +3.1% | +12.3% | -9.2% | +2.0% |
| 30D | +11.6% | +19.3% | -7.7% | +10.0% |
| 3M | +21.7% | +11.9% | +9.8% | +20.3% |
| 6M | +43.5% | +25.0% | +18.5% | +41.4% |
| YTD | +32.9% | +8.7% | +24.2% | +32.9% |
| 1Y | +40.7% | +44.7% | -4.0% | +41.8% |
| All | +40.7% | +45.3% | -4.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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