+504.9%
ABBV vs DHR
+209.4%
+295.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | -3.6% | +3.9% | +1.6% |
| 30D | +3.4% | -2.7% | +6.1% | +4.3% |
| 3M | +15.2% | +10.9% | +4.3% | +10.0% |
| 6M | +14.7% | +3.0% | +11.6% | +12.2% |
| YTD | +15.2% | -12.2% | +27.4% | +19.4% |
| 1Y | +20.4% | +3.3% | +17.1% | +16.8% |
| 3Y | +91.3% | -8.2% | +99.6% | +89.9% |
| 5Y | +189.6% | -29.9% | +219.5% | +215.4% |
| All | +504.9% | +209.4% | +295.4% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling