+499.9%
ABBV vs DKS
+199.2%
+300.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.0% | -4.7% | +2.7% | -1.5% |
| 30D | +2.0% | -35.1% | +37.0% | +5.8% |
| 3M | +14.2% | -37.7% | +51.9% | +18.9% |
| 6M | +14.1% | -30.7% | +44.8% | +17.3% |
| YTD | +14.2% | -31.9% | +46.2% | +17.4% |
| 1Y | +24.2% | -40.0% | +64.2% | +29.2% |
| 3Y | +89.8% | +28.4% | +61.4% | +77.6% |
| 5Y | +187.2% | +12.4% | +174.8% | +165.7% |
| All | +499.9% | +199.2% | +300.7% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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