+1,118.6%
ABBV vs DVN
+39.6%
+1,078.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -4.3% | -1.3% | -3.0% | -4.2% |
| 30D | +1.1% | +12.6% | -11.5% | -0.4% |
| 3M | +12.3% | +8.1% | +4.2% | +11.0% |
| 6M | +9.8% | +10.2% | -0.4% | +7.9% |
| YTD | +11.5% | +33.8% | -22.3% | +6.7% |
| 1Y | +22.3% | +43.9% | -21.6% | +15.7% |
| 3Y | +85.2% | +1.7% | +83.4% | +80.8% |
| 5Y | +170.8% | +119.6% | +51.2% | +130.7% |
| 10Y | +485.4% | +53.7% | +431.7% | +365.6% |
| All | +1,118.6% | +39.6% | +1,078.9% | +884.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling