+123.2%
GLW vs ABBV
+24.6%
+98.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | -1.3% | +4.2% | -5.5% | -1.2% |
| 3M | -21.8% | +14.8% | -36.6% | -24.3% |
| 6M | +6.9% | +10.3% | -3.4% | +5.2% |
| YTD | +77.2% | +14.9% | +62.3% | +71.8% |
| 1Y | +123.2% | +24.1% | +99.1% | +114.6% |
| All | +123.2% | +24.6% | +98.7% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling