What is Drill-Down?
Drill-down is moving from a summary figure to the more detailed data behind it, such as from yearly revenue to a month, then to individual orders.
Drill-Down explained
It answers the natural follow-up to any headline number: what is inside it? Each step adds a level of detail, usually along a hierarchy like year, quarter, month, day, or country, region, store.
Drill-down depends on the data being stored at a detailed enough grain; if only monthly totals exist, you cannot drill to individual orders.
Example
Clicking 'EMEA' on a revenue chart to see the countries, and then a country to see its largest customers, is a drill-down.