+40.7%
ABBV vs DOC
+21.8%
+18.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.7% |
| 7D | +3.1% | +8.7% | -5.6% | +2.0% |
| 30D | +11.6% | +7.6% | +4.0% | +10.6% |
| 3M | +21.7% | -5.3% | +26.9% | +22.4% |
| 6M | +43.5% | +27.6% | +15.9% | +43.1% |
| YTD | +32.9% | +32.4% | +0.5% | +32.7% |
| 1Y | +40.7% | +22.9% | +17.8% | +40.6% |
| All | +40.7% | +21.8% | +18.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling