+853.6%
GLW vs ABBV
+493.2%
+360.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.0% | +10.6% | +8.5% |
| 7D | +14.0% | -4.3% | +18.3% | +15.5% |
| 30D | +0.4% | +1.1% | -0.8% | -0.5% |
| 3M | -11.3% | +12.3% | -23.7% | -16.3% |
| 6M | +35.1% | +9.8% | +25.3% | +28.1% |
| YTD | +90.5% | +11.5% | +79.1% | +79.9% |
| 1Y | +132.0% | +22.3% | +109.8% | +110.6% |
| 3Y | +463.3% | +85.2% | +378.2% | +321.9% |
| 5Y | +382.5% | +170.8% | +211.7% | +199.0% |
| All | +853.6% | +493.2% | +360.4% | +366.4% |
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