+1,156.2%
ABBV vs DRI
+718.5%
+437.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +4.2% | +3.8% | +0.3% | +3.3% |
| 3M | +14.8% | +13.0% | +1.8% | +12.0% |
| 6M | +10.3% | +8.3% | +2.0% | +8.3% |
| YTD | +14.9% | +20.6% | -5.7% | +10.2% |
| 1Y | +24.1% | +6.5% | +17.7% | +21.7% |
| 3Y | +91.9% | +53.7% | +38.2% | +73.8% |
| 5Y | +176.0% | +72.7% | +103.4% | +140.5% |
| 10Y | +502.9% | +363.2% | +139.8% | +287.4% |
| All | +1,156.2% | +718.5% | +437.7% | +624.8% |
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