+201.6%
ABBV vs DT
-37.8%
+239.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.3% | +3.1% | -1.9% | +1.2% |
| 30D | +4.7% | -29.5% | +34.3% | +5.5% |
| 3M | +18.3% | -11.7% | +30.1% | +18.6% |
| 6M | +43.4% | +29.0% | +14.4% | +42.5% |
| YTD | +33.0% | +3.4% | +29.6% | +32.9% |
| 1Y | +30.8% | -4.2% | +35.0% | +31.0% |
| 3Y | +135.1% | -12.8% | +148.0% | +134.8% |
| All | +201.6% | -37.8% | +239.4% | +194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling