+22.9%
ABBV vs DRI
+3.0%
+19.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -4.1% | -4.8% | +0.7% | -3.8% |
| 30D | +1.2% | -3.9% | +5.1% | +1.4% |
| 3M | +12.1% | +5.1% | +7.0% | +11.6% |
| 6M | +12.0% | +5.5% | +6.5% | +11.4% |
| YTD | +12.4% | +16.5% | -4.1% | +10.6% |
| 1Y | +22.9% | +2.0% | +21.0% | +20.6% |
| All | +22.9% | +3.0% | +19.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling