+1,354.0%
ABBV vs DG
+254.0%
+1,100.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.7% | +3.2% | +1.5% | +4.0% |
| 3M | +18.3% | +10.4% | +7.9% | +16.1% |
| 6M | +43.4% | +33.2% | +10.2% | +35.9% |
| YTD | +33.0% | +3.0% | +30.0% | +31.3% |
| 1Y | +30.8% | +31.2% | -0.4% | +23.3% |
| 3Y | +135.1% | +21.8% | +113.3% | +115.9% |
| 5Y | +201.2% | -35.0% | +236.2% | +214.9% |
| 10Y | +602.7% | +106.0% | +496.7% | +435.6% |
| All | +1,354.0% | +254.0% | +1,100.0% | +876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling