+1,345.5%
ABBV vs DRI
+774.2%
+571.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +1.5% | +3.1% | -1.6% | +1.0% |
| 30D | +6.7% | +16.2% | -9.5% | +3.7% |
| 3M | +19.9% | +8.4% | +11.6% | +17.9% |
| 6M | +47.5% | +19.0% | +28.5% | +42.2% |
| YTD | +32.2% | +28.8% | +3.4% | +25.1% |
| 1Y | +37.8% | +33.1% | +4.7% | +29.5% |
| 3Y | +134.8% | +70.8% | +64.0% | +108.3% |
| 5Y | +203.0% | +74.2% | +128.8% | +164.0% |
| 10Y | +603.7% | +345.5% | +258.2% | +361.5% |
| All | +1,345.5% | +774.2% | +571.3% | +722.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling