+419.2%
ABBV vs DT
+103.5%
+315.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +0.4% | -3.3% | +3.7% | +0.6% |
| 30D | +4.2% | +2.0% | +2.1% | +3.9% |
| 3M | +14.8% | +20.0% | -5.2% | +12.8% |
| 6M | +10.3% | +39.3% | -29.0% | +6.4% |
| YTD | +14.9% | +19.8% | -4.9% | +12.4% |
| 1Y | +24.1% | +4.3% | +19.9% | +22.9% |
| 3Y | +91.9% | +7.7% | +84.2% | +87.3% |
| 5Y | +176.0% | -26.8% | +202.9% | +177.5% |
| All | +419.2% | +103.5% | +315.6% | +306.3% |
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