+490.5%
DDOG vs ABBV
+375.7%
+114.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | +3.2% | -2.0% | +5.2% | +3.6% |
| 30D | -10.2% | +2.0% | -12.1% | -10.6% |
| 3M | -2.6% | +14.2% | -16.8% | -5.4% |
| 6M | +80.1% | +14.1% | +66.1% | +74.7% |
| YTD | +63.0% | +14.2% | +48.8% | +57.8% |
| 1Y | +59.4% | +24.2% | +35.1% | +50.9% |
| 3Y | +127.0% | +89.8% | +37.2% | +86.4% |
| 5Y | +61.7% | +187.2% | -125.5% | +5.1% |
| All | +490.5% | +375.7% | +114.8% | +222.9% |
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