+590.1%
ABBV vs DOC
+20.3%
+569.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +2.8% | +4.3% | -1.6% | +1.7% |
| 30D | +7.0% | +9.2% | -2.2% | +4.6% |
| 3M | +19.2% | -0.8% | +20.1% | +19.3% |
| 6M | +47.8% | +7.1% | +40.7% | +45.1% |
| YTD | +32.5% | +34.0% | -1.5% | +22.3% |
| 1Y | +38.4% | +23.2% | +15.2% | +30.4% |
| 3Y | +134.3% | +53.6% | +80.7% | +107.1% |
| 5Y | +200.6% | -20.4% | +221.1% | +211.1% |
| 10Y | +590.1% | +23.4% | +566.7% | +519.0% |
| All | +590.1% | +20.3% | +569.8% | +519.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling