+1,118.6%
ABBV vs DUK
+231.0%
+887.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | +1.1% | -2.0% | +3.2% | +1.8% |
| 3M | +12.3% | +0.2% | +12.1% | +12.2% |
| 6M | +9.8% | -6.9% | +16.7% | +12.5% |
| YTD | +11.5% | +6.1% | +5.3% | +9.0% |
| 1Y | +22.3% | +4.4% | +17.8% | +20.2% |
| 3Y | +85.2% | +49.1% | +36.0% | +59.9% |
| 5Y | +170.8% | +39.6% | +131.3% | +137.5% |
| 10Y | +485.4% | +125.1% | +360.3% | +334.5% |
| All | +1,118.6% | +231.0% | +887.6% | +679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling