+490.3%
ABBV vs DLR
+178.2%
+312.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.1% | +2.9% | -7.0% | -4.6% |
| 30D | +1.2% | -1.2% | +2.3% | +1.3% |
| 3M | +12.1% | +2.9% | +9.2% | +11.2% |
| 6M | +12.0% | +6.7% | +5.3% | +10.4% |
| YTD | +12.4% | +23.9% | -11.5% | +7.9% |
| 1Y | +22.9% | +18.6% | +4.3% | +18.6% |
| 3Y | +86.8% | +59.7% | +27.1% | +67.8% |
| 5Y | +181.0% | +42.1% | +139.0% | +156.8% |
| All | +490.3% | +178.2% | +312.1% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling