+498.4%
ABBV vs DOC
-2.1%
+500.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +4.2% | -4.8% | +8.9% | +5.4% |
| 3M | +14.8% | +6.9% | +7.9% | +13.0% |
| 6M | +10.3% | +20.7% | -10.5% | +4.8% |
| YTD | +14.9% | +34.1% | -19.3% | +6.2% |
| 1Y | +24.1% | +22.6% | +1.5% | +17.1% |
| 3Y | +91.9% | +20.8% | +71.1% | +80.3% |
| 5Y | +176.0% | -24.9% | +200.9% | +189.9% |
| All | +498.4% | -2.1% | +500.4% | +471.4% |
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