+171.5%
ABBV vs DOCS
-36.0%
+207.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.4% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +4.2% | +21.8% | -17.7% | +4.2% |
| 3M | +14.8% | +27.3% | -12.5% | +14.9% |
| 6M | +10.3% | -0.3% | +10.6% | +10.3% |
| YTD | +14.9% | -40.5% | +55.4% | +15.1% |
| 1Y | +24.1% | -61.5% | +85.7% | +24.5% |
| 3Y | +91.9% | +8.2% | +83.8% | +91.8% |
| 5Y | +176.0% | -73.4% | +249.5% | +170.2% |
| All | +171.5% | -36.0% | +207.5% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling