+181.0%
ABBV vs DOW
-35.8%
+216.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.9% |
| 7D | -4.1% | -6.0% | +1.9% | -3.4% |
| 30D | +1.2% | -2.7% | +3.9% | +1.4% |
| 3M | +12.1% | -10.5% | +22.6% | +13.4% |
| 6M | +12.0% | -12.4% | +24.5% | +12.9% |
| YTD | +12.4% | +30.0% | -17.6% | +5.9% |
| 1Y | +22.9% | +27.8% | -4.9% | +15.6% |
| 3Y | +86.8% | -34.9% | +121.7% | +94.8% |
| 5Y | +181.0% | -35.9% | +216.9% | +190.5% |
| All | +181.0% | -35.8% | +216.9% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling