+59.9%
DIA vs ABBV
+85.2%
-25.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +0.7% |
| 30D | -2.1% | +1.1% | -3.2% | -2.3% |
| 3M | +4.2% | +12.3% | -8.2% | +2.0% |
| 6M | +11.9% | +9.8% | +2.1% | +9.9% |
| YTD | +10.8% | +11.5% | -0.6% | +8.4% |
| 1Y | +17.5% | +22.3% | -4.7% | +12.4% |
| 3Y | +59.9% | +85.2% | -25.2% | +36.2% |
| All | +59.9% | +85.2% | -25.3% | +36.2% |
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