+249.7%
ABBV vs DOCN
+74.7%
+175.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +1.1% |
| 7D | -1.2% | -19.2% | +17.9% | -1.4% |
| 30D | +8.0% | -43.1% | +51.1% | +7.6% |
| 3M | +20.2% | -40.7% | +60.9% | +19.8% |
| 6M | +44.0% | -55.0% | +99.0% | +43.6% |
| YTD | +31.3% | +50.6% | -19.3% | +29.2% |
| 1Y | +37.0% | +54.0% | -17.0% | +34.7% |
| 3Y | +128.0% | +203.9% | -75.9% | +122.3% |
| 5Y | +196.9% | -29.4% | +226.3% | +185.9% |
| All | +249.7% | +74.7% | +175.0% | +249.4% |
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