+467.1%
DDOG vs ABBV
+378.4%
+88.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | -10.1% | +0.4% | -10.5% | -10.2% |
| 30D | -24.8% | +4.2% | -29.0% | -25.5% |
| 3M | -12.6% | +14.8% | -27.4% | -15.2% |
| 6M | +79.9% | +10.3% | +69.7% | +75.9% |
| YTD | +56.6% | +14.9% | +41.7% | +51.4% |
| 1Y | +61.6% | +24.1% | +37.4% | +53.1% |
| 3Y | +117.9% | +91.9% | +25.9% | +78.3% |
| 5Y | +54.2% | +176.0% | -121.8% | +2.5% |
| All | +467.1% | +378.4% | +88.6% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling