+178.6%
ABBV vs DT
-28.4%
+207.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.9% |
| 7D | -4.3% | -4.9% | +0.6% | -4.2% |
| 30D | +1.1% | +2.7% | -1.6% | +1.0% |
| 3M | +12.3% | +20.0% | -7.6% | +11.8% |
| 6M | +9.8% | +28.0% | -18.2% | +9.0% |
| YTD | +11.5% | +16.0% | -4.6% | +11.0% |
| 1Y | +22.3% | +0.7% | +21.5% | +22.3% |
| 3Y | +85.2% | +6.2% | +79.0% | +84.0% |
| All | +178.6% | -28.4% | +207.0% | +176.4% |
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