+76.7%
DDOG vs ABBV
+135.2%
-58.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | +1.3% | +1.6% | +2.9% |
| 30D | -31.6% | +4.7% | -36.3% | -31.4% |
| 3M | -27.0% | +18.3% | -45.3% | -26.5% |
| 6M | -10.3% | +43.4% | -53.7% | -9.2% |
| YTD | +35.4% | +33.0% | +2.4% | +37.4% |
| 1Y | -1.0% | +30.8% | -31.8% | +0.5% |
| 3Y | +76.7% | +135.1% | -58.5% | +131.5% |
| All | +76.7% | +135.2% | -58.6% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling