+187.4%
ABBV vs DVN
+120.4%
+67.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | +4.5% | -4.3% | -0.1% |
| 30D | +3.4% | +12.0% | -8.6% | +2.4% |
| 3M | +15.2% | +13.4% | +1.8% | +13.9% |
| 6M | +14.7% | +12.1% | +2.6% | +13.2% |
| YTD | +15.2% | +38.8% | -23.6% | +11.4% |
| 1Y | +20.4% | +46.0% | -25.7% | +15.7% |
| 3Y | +91.3% | +9.5% | +81.9% | +86.0% |
| All | +187.4% | +120.4% | +67.0% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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