+1,156.2%
ABBV vs DKS
+312.2%
+843.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +0.4% | +3.0% | -2.6% | 0.0% |
| 30D | +4.2% | -30.5% | +34.7% | +8.0% |
| 3M | +14.8% | -35.7% | +50.5% | +20.2% |
| 6M | +10.3% | -29.7% | +40.0% | +13.8% |
| YTD | +14.9% | -28.9% | +43.7% | +18.2% |
| 1Y | +24.1% | -35.9% | +60.0% | +29.1% |
| 3Y | +91.9% | +28.2% | +63.8% | +76.9% |
| 5Y | +176.0% | +11.8% | +164.2% | +151.2% |
| 10Y | +502.9% | +211.6% | +291.3% | +322.7% |
| All | +1,156.2% | +312.2% | +843.9% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling