+187.4%
ABBV vs DTE
+30.3%
+157.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.3% |
| 7D | +0.3% | -2.6% | +2.8% | +1.2% |
| 30D | +3.4% | -4.4% | +7.8% | +5.0% |
| 3M | +15.2% | -8.3% | +23.5% | +19.0% |
| 6M | +14.7% | -8.1% | +22.8% | +18.2% |
| YTD | +15.2% | +4.4% | +10.8% | +13.2% |
| 1Y | +20.4% | +0.2% | +20.2% | +20.1% |
| 3Y | +91.3% | +42.6% | +48.7% | +68.8% |
| All | +187.4% | +30.3% | +157.1% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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