+499.9%
ABBV vs DLR
+172.7%
+327.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | +2.0% | -2.9% | +4.8% | +2.4% |
| 3M | +14.2% | +3.2% | +10.9% | +13.2% |
| 6M | +14.1% | +3.9% | +10.2% | +12.9% |
| YTD | +14.2% | +21.4% | -7.2% | +10.0% |
| 1Y | +24.2% | +9.7% | +14.5% | +21.6% |
| 3Y | +89.8% | +56.5% | +33.3% | +71.1% |
| 5Y | +187.2% | +41.5% | +145.7% | +162.2% |
| All | +499.9% | +172.7% | +327.1% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling