+3.6%
GOOG vs ABBV
+43.0%
-39.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +3.5% |
| 7D | -10.7% | +3.1% | -13.8% | -10.5% |
| 30D | -16.4% | +11.6% | -28.1% | -15.8% |
| 3M | -23.4% | +21.7% | -45.1% | -22.3% |
| 6M | -24.2% | +43.5% | -67.7% | -24.7% |
| YTD | -8.3% | +32.9% | -41.2% | -8.5% |
| 1Y | +3.6% | +40.7% | -37.1% | +3.7% |
| All | +3.6% | +43.0% | -39.4% | +3.7% |
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