+604.1%
ABBV vs DLR
+188.2%
+415.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +1.3% | +3.3% | -2.0% | +0.7% |
| 30D | +4.7% | +4.6% | +0.1% | +3.9% |
| 3M | +18.3% | -8.3% | +26.6% | +19.9% |
| 6M | +43.4% | -5.6% | +49.0% | +44.2% |
| YTD | +33.0% | +18.7% | +14.3% | +28.2% |
| 1Y | +30.8% | +17.1% | +13.7% | +26.4% |
| 3Y | +135.1% | +54.4% | +80.8% | +111.5% |
| 5Y | +201.2% | +36.5% | +164.8% | +176.3% |
| All | +604.1% | +188.2% | +415.9% | +424.6% |
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