+50.6%
DDOG vs ABBV
+176.6%
-126.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.3% |
| 7D | -6.1% | -4.3% | -1.8% | -6.1% |
| 30D | -10.1% | +1.1% | -11.2% | -10.2% |
| 3M | -9.3% | +12.3% | -21.6% | -9.2% |
| 6M | +67.2% | +9.8% | +57.4% | +67.8% |
| YTD | +54.6% | +11.5% | +43.1% | +55.0% |
| 1Y | +54.1% | +22.3% | +31.8% | +54.4% |
| 3Y | +115.3% | +85.2% | +30.1% | +116.7% |
| 5Y | +50.6% | +170.8% | -120.2% | +47.0% |
| All | +50.6% | +176.6% | -126.0% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling