+420.5%
ABBV vs DT
+100.3%
+320.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | +3.4% | +3.0% | +0.3% | +3.0% |
| 3M | +15.2% | +26.5% | -11.3% | +12.6% |
| 6M | +14.7% | +35.9% | -21.3% | +10.9% |
| YTD | +15.2% | +17.8% | -2.6% | +12.8% |
| 1Y | +20.4% | +4.1% | +16.3% | +19.2% |
| 3Y | +91.3% | +5.3% | +86.0% | +87.1% |
| 5Y | +189.6% | -27.2% | +216.7% | +190.9% |
| All | +420.5% | +100.3% | +320.2% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling