+521.8%
GLW vs ABBV
+600.4%
-78.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | +2.8% | -13.9% | -11.8% |
| 30D | -28.4% | +7.0% | -35.4% | -30.1% |
| 3M | -28.8% | +19.2% | -48.0% | -33.3% |
| 6M | -39.8% | +47.8% | -87.6% | -48.7% |
| YTD | +28.7% | +32.5% | -3.7% | +14.3% |
| 1Y | +27.7% | +38.4% | -10.7% | +11.4% |
| 3Y | +331.3% | +134.3% | +197.0% | +194.9% |
| 5Y | +233.4% | +200.6% | +32.8% | +99.0% |
| 10Y | +521.8% | +590.1% | -68.4% | +182.6% |
| All | +521.8% | +600.4% | -78.6% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling