+85.2%
ABBV vs DG
+10.3%
+74.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.8% |
| 7D | -4.3% | -2.5% | -1.9% | -4.2% |
| 30D | +1.1% | +1.0% | +0.1% | +1.1% |
| 3M | +12.3% | +20.3% | -8.0% | +11.4% |
| 6M | +9.8% | -11.7% | +21.5% | +10.3% |
| YTD | +11.5% | -2.3% | +13.8% | +11.6% |
| 1Y | +22.3% | +20.0% | +2.3% | +21.3% |
| 3Y | +85.2% | +7.2% | +77.9% | +78.7% |
| All | +85.2% | +10.3% | +74.8% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling