+1,779.4%
GOOG vs ABBV
+1,125.5%
+653.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | +1.1% | -4.3% | +5.4% | +2.3% |
| 30D | -5.1% | +1.1% | -6.2% | -5.4% |
| 3M | -7.1% | +12.3% | -19.4% | -10.7% |
| 6M | +12.7% | +9.8% | +2.9% | +8.8% |
| YTD | +7.1% | +11.5% | -4.4% | +2.8% |
| 1Y | +43.6% | +22.3% | +21.3% | +33.7% |
| 3Y | +146.8% | +85.2% | +61.6% | +96.5% |
| 5Y | +133.7% | +170.8% | -37.2% | +59.9% |
| 10Y | +773.3% | +485.4% | +287.9% | +362.4% |
| All | +1,779.4% | +1,125.5% | +653.9% | +754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling