+59.1%
DIA vs ABBV
+201.3%
-142.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.3% | +5.6% | -4.3% | +0.2% |
| 3M | -2.1% | +18.7% | -20.7% | -5.4% |
| 6M | +6.2% | +47.4% | -41.2% | -2.3% |
| YTD | +10.3% | +33.0% | -22.6% | +3.5% |
| 1Y | +11.0% | +34.9% | -23.9% | +3.7% |
| 3Y | +60.4% | +135.2% | -74.8% | +26.7% |
| 5Y | +59.1% | +202.1% | -143.0% | +7.1% |
| All | +59.1% | +201.3% | -142.2% | +7.1% |
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