+391.2%
DDOG vs ABBV
+452.7%
-61.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.6% | +2.2% | +3.5% | +5.3% |
| 30D | -34.9% | +8.0% | -42.9% | -35.9% |
| 3M | -23.4% | +19.1% | -42.5% | -26.1% |
| 6M | -7.7% | +43.5% | -51.3% | -14.5% |
| YTD | +35.6% | +32.7% | +2.9% | +27.5% |
| 1Y | -3.4% | +30.0% | -33.4% | -8.8% |
| 3Y | +78.0% | +134.7% | -56.8% | +39.1% |
| 5Y | -4.4% | +200.7% | -205.1% | -36.3% |
| All | +391.2% | +452.7% | -61.4% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling