+1,156.2%
ABBV vs DLR
+362.4%
+793.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +4.2% | -3.4% | +7.5% | +4.7% |
| 3M | +14.8% | +0.5% | +14.3% | +14.4% |
| 6M | +10.3% | +4.6% | +5.7% | +9.0% |
| YTD | +14.9% | +23.4% | -8.5% | +10.1% |
| 1Y | +24.1% | +19.0% | +5.1% | +19.4% |
| 3Y | +91.9% | +56.5% | +35.4% | +72.2% |
| 5Y | +176.0% | +33.3% | +142.7% | +153.8% |
| 10Y | +502.9% | +165.1% | +337.8% | +356.2% |
| All | +1,156.2% | +362.4% | +793.8% | +716.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling