+34.9%
ABBV vs DRI
+36.0%
-1.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +5.6% | +14.7% | -9.1% | +4.2% |
| 3M | +18.7% | +5.4% | +13.2% | +17.9% |
| 6M | +47.4% | +18.8% | +28.6% | +44.8% |
| YTD | +33.0% | +28.4% | +4.6% | +26.3% |
| 1Y | +34.9% | +37.7% | -2.7% | +22.1% |
| All | +34.9% | +36.0% | -1.1% | +22.1% |
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