+135.1%
ABBV vs DHR
+21.0%
+114.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.9% |
| 30D | +4.7% | +3.7% | +1.0% | +3.5% |
| 3M | +18.3% | +14.5% | +3.9% | +13.4% |
| 6M | +43.4% | +40.9% | +2.5% | +27.9% |
| YTD | +33.0% | +2.4% | +30.6% | +31.0% |
| 1Y | +30.8% | +6.1% | +24.7% | +27.2% |
| 3Y | +135.1% | +21.0% | +114.1% | +132.9% |
| All | +135.1% | +21.0% | +114.1% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling