+40.7%
ABBV vs DHR
+11.6%
+29.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +11.6% | +6.2% | +5.4% | +10.3% |
| 3M | +21.7% | +20.8% | +0.8% | +17.0% |
| 6M | +43.5% | +35.5% | +8.0% | +33.9% |
| YTD | +32.9% | +3.2% | +29.7% | +29.3% |
| 1Y | +40.7% | +10.7% | +30.0% | +29.4% |
| All | +40.7% | +11.6% | +29.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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