+254.2%
ABBV vs DOCN
+108.0%
+146.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.2% |
| 7D | +1.3% | +19.1% | -17.8% | +1.4% |
| 30D | +4.7% | -21.0% | +25.7% | +4.6% |
| 3M | +18.3% | -34.7% | +53.1% | +18.1% |
| 6M | +43.4% | -45.8% | +89.2% | +43.2% |
| YTD | +33.0% | +79.4% | -46.4% | +31.0% |
| 1Y | +30.8% | +91.0% | -60.2% | +28.8% |
| 3Y | +135.1% | +237.5% | -102.3% | +129.6% |
| 5Y | +201.2% | -30.4% | +231.6% | +188.8% |
| All | +254.2% | +108.0% | +146.2% | +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