+425.8%
DIA vs ABBV
+1,163.4%
-737.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -1.5% | +4.2% | -5.7% | -2.7% |
| 3M | +3.8% | +14.8% | -11.1% | -0.5% |
| 6M | +10.3% | +10.3% | 0.0% | +6.7% |
| YTD | +12.1% | +14.9% | -2.8% | +6.9% |
| 1Y | +18.6% | +24.1% | -5.5% | +10.3% |
| 3Y | +60.6% | +91.9% | -31.3% | +29.1% |
| 5Y | +64.4% | +176.0% | -111.6% | +16.9% |
| 10Y | +250.1% | +502.9% | -252.8% | +99.0% |
| All | +425.8% | +1,163.4% | -737.6% | +162.0% |
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 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