+504.9%
ABBV vs DGX
+255.3%
+249.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +3.4% | -1.2% | +4.5% | +3.7% |
| 3M | +15.2% | +15.8% | -0.6% | +9.6% |
| 6M | +14.7% | +18.2% | -3.5% | +8.2% |
| YTD | +15.2% | +37.2% | -22.0% | +3.0% |
| 1Y | +20.4% | +30.4% | -10.0% | +9.3% |
| 3Y | +91.3% | +96.7% | -5.4% | +49.6% |
| 5Y | +189.6% | +67.2% | +122.4% | +136.1% |
| All | +504.9% | +255.3% | +249.5% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling