+334.4%
ABBV vs DOW
-15.2%
+349.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.6% |
| 30D | +2.0% | -4.1% | +6.0% | +2.6% |
| 3M | +14.2% | -12.4% | +26.6% | +16.4% |
| 6M | +14.1% | -10.6% | +24.7% | +15.0% |
| YTD | +14.2% | +31.1% | -16.8% | +6.4% |
| 1Y | +24.2% | +30.5% | -6.3% | +15.1% |
| 3Y | +89.8% | -34.4% | +124.2% | +98.8% |
| 5Y | +187.2% | -35.5% | +222.7% | +197.6% |
| All | +334.4% | -15.2% | +349.7% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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