+1,118.6%
ABBV vs DHR
+791.8%
+326.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | +1.1% | +0.2% | +0.9% | +1.0% |
| 3M | +12.3% | +12.1% | +0.3% | +8.5% |
| 6M | +9.8% | +5.4% | +4.4% | +7.6% |
| YTD | +11.5% | -10.0% | +21.4% | +13.6% |
| 1Y | +22.3% | +4.1% | +18.2% | +19.7% |
| 3Y | +85.2% | -5.2% | +90.4% | +83.5% |
| 5Y | +170.8% | -28.2% | +199.1% | +183.1% |
| 10Y | +485.4% | +208.4% | +277.0% | +339.6% |
| All | +1,118.6% | +791.8% | +326.8% | +523.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling