+1,159.4%
ABBV vs DVA
+231.5%
+927.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +3.4% | 0.0% | +3.3% | +3.3% |
| 3M | +15.2% | -10.9% | +26.1% | +17.2% |
| 6M | +14.7% | +17.3% | -2.6% | +9.9% |
| YTD | +15.2% | +59.8% | -44.6% | +2.9% |
| 1Y | +20.4% | +36.3% | -15.9% | +11.1% |
| 3Y | +91.3% | +88.6% | +2.7% | +59.2% |
| 5Y | +189.6% | +47.5% | +142.0% | +148.6% |
| 10Y | +511.7% | +185.2% | +326.5% | +309.7% |
| All | +1,159.4% | +231.5% | +927.9% | +797.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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