+37.0%
ABBV vs DOC
+21.7%
+15.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -0.9% | +6.2% | -7.1% | -1.6% |
| 30D | +8.7% | +6.5% | +2.3% | +7.9% |
| 3M | +17.8% | -6.2% | +24.0% | +18.7% |
| 6M | +41.7% | +25.6% | +16.1% | +41.5% |
| YTD | +29.9% | +32.1% | -2.2% | +29.9% |
| 1Y | +37.0% | +20.3% | +16.7% | +36.8% |
| All | +37.0% | +21.7% | +15.2% | +36.8% |
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