+1,149.0%
ABBV vs DGX
+420.0%
+729.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.3% |
| 7D | -2.0% | -3.5% | +1.4% | -0.7% |
| 30D | +2.0% | -2.7% | +4.6% | +3.0% |
| 3M | +14.2% | +13.9% | +0.3% | +8.7% |
| 6M | +14.1% | +16.0% | -2.0% | +7.7% |
| YTD | +14.2% | +34.9% | -20.7% | +1.6% |
| 1Y | +24.2% | +30.6% | -6.3% | +11.6% |
| 3Y | +89.8% | +93.0% | -3.2% | +45.6% |
| 5Y | +187.2% | +64.4% | +122.8% | +130.7% |
| 10Y | +506.7% | +248.1% | +258.6% | +231.5% |
| All | +1,149.0% | +420.0% | +729.1% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling