+185.0%
ABBV vs DUK
+39.2%
+145.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | +2.0% | -2.2% | +4.2% | +2.8% |
| 3M | +14.2% | -3.7% | +17.9% | +15.8% |
| 6M | +14.1% | -6.3% | +20.4% | +16.9% |
| YTD | +14.2% | +4.5% | +9.7% | +12.3% |
| 1Y | +24.2% | +1.8% | +22.4% | +23.2% |
| 3Y | +89.8% | +46.8% | +43.0% | +64.0% |
| All | +185.0% | +39.2% | +145.9% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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