+1,118.6%
ABBV vs DTE
+319.0%
+799.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | +1.1% | -1.9% | +3.0% | +1.7% |
| 3M | +12.3% | -3.3% | +15.6% | +13.6% |
| 6M | +9.8% | -7.1% | +16.9% | +12.6% |
| YTD | +11.5% | +8.1% | +3.3% | +8.2% |
| 1Y | +22.3% | +5.3% | +17.0% | +19.8% |
| 3Y | +85.2% | +48.2% | +37.0% | +60.2% |
| 5Y | +170.8% | +33.2% | +137.6% | +141.3% |
| 10Y | +485.4% | +137.5% | +347.9% | +311.3% |
| All | +1,118.6% | +319.0% | +799.6% | +580.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling