+246.0%
ABBV vs DOCN
+70.4%
+175.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -15.9% | +13.6% | -2.3% |
| 7D | -0.9% | -29.3% | +28.4% | -1.1% |
| 30D | +8.7% | -46.0% | +54.8% | +8.3% |
| 3M | +17.8% | -43.2% | +61.0% | +17.4% |
| 6M | +41.7% | -53.7% | +95.4% | +41.2% |
| YTD | +29.9% | +46.9% | -17.0% | +27.8% |
| 1Y | +37.0% | +54.3% | -17.4% | +34.6% |
| 3Y | +125.2% | +185.5% | -60.3% | +119.6% |
| 5Y | +193.8% | -31.1% | +224.9% | +182.8% |
| All | +246.0% | +70.4% | +175.6% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling