+254.1%
ABBV vs DOCN
+110.0%
+144.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.6% | -9.2% | +0.4% |
| 7D | +0.1% | +3.7% | -3.7% | +0.1% |
| 30D | +5.6% | -33.7% | +39.3% | +5.3% |
| 3M | +18.7% | -27.9% | +46.6% | +18.5% |
| 6M | +47.4% | -46.4% | +93.8% | +47.2% |
| YTD | +33.0% | +81.1% | -48.1% | +31.0% |
| 1Y | +34.9% | +74.3% | -39.4% | +33.0% |
| 3Y | +135.2% | +245.8% | -110.7% | +129.6% |
| 5Y | +202.1% | -23.7% | +225.8% | +190.3% |
| All | +254.1% | +110.0% | +144.1% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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