+356.1%
GLW vs ABBV
+129.8%
+226.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.2% |
| 7D | -5.9% | +1.5% | -7.4% | -5.9% |
| 30D | -26.0% | +6.7% | -32.7% | -26.1% |
| 3M | -29.9% | +19.9% | -49.8% | -30.5% |
| 6M | -37.8% | +47.5% | -85.2% | -41.4% |
| YTD | +33.1% | +32.2% | +0.9% | +28.3% |
| 1Y | +36.8% | +37.8% | -1.0% | +30.9% |
| 3Y | +356.1% | +134.8% | +221.3% | +301.9% |
| All | +356.1% | +129.8% | +226.2% | +301.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling