+780.7%
GOOG vs ABBV
+515.4%
+265.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -2.0% | +3.4% | -5.3% | -2.9% |
| 3M | -5.9% | +15.2% | -21.1% | -10.2% |
| 6M | +8.9% | +14.7% | -5.8% | +3.9% |
| YTD | +7.1% | +15.2% | -8.1% | +1.8% |
| 1Y | +39.7% | +20.4% | +19.3% | +30.5% |
| 3Y | +145.8% | +91.3% | +54.5% | +90.5% |
| 5Y | +138.6% | +189.6% | -51.0% | +52.4% |
| All | +780.7% | +515.4% | +265.2% | +356.9% |
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 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