+125.6%
ABBV vs DOCS
+50.6%
+74.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -2.2% |
| 7D | -0.9% | -1.3% | +0.5% | -0.9% |
| 30D | +8.7% | +19.4% | -10.7% | +8.7% |
| 3M | +17.8% | +53.4% | -35.6% | +17.7% |
| 6M | +41.7% | +28.8% | +13.0% | +41.6% |
| YTD | +29.9% | -25.1% | +55.0% | +30.7% |
| 1Y | +37.0% | -48.1% | +85.1% | +38.3% |
| All | +125.6% | +50.6% | +74.9% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 3y: compounded portfolio wealth divided by compounded DOCS 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…
3y analysis · Full analysis span regression · 6 months rolling