+500.9%
ABBV vs DT
+75.7%
+425.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.3% | +3.1% | -1.9% | +1.0% |
| 30D | +4.7% | -29.5% | +34.3% | +7.8% |
| 3M | +18.3% | -11.7% | +30.1% | +19.3% |
| 6M | +43.4% | +29.0% | +14.4% | +39.4% |
| YTD | +33.0% | +3.4% | +29.6% | +31.5% |
| 1Y | +30.8% | -4.2% | +35.0% | +30.2% |
| 3Y | +135.1% | -12.8% | +148.0% | +133.7% |
| 5Y | +201.2% | -39.6% | +240.8% | +209.3% |
| All | +500.9% | +75.7% | +425.2% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling