+740.7%
GOOGL vs ABBV
+510.4%
+230.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -3.2% | +2.0% | -5.2% | -3.8% |
| 3M | -6.6% | +14.2% | -20.8% | -10.7% |
| 6M | +8.5% | +14.1% | -5.6% | +3.6% |
| YTD | +6.5% | +14.2% | -7.8% | +1.4% |
| 1Y | +39.4% | +24.2% | +15.2% | +28.8% |
| 3Y | +146.2% | +89.8% | +56.4% | +90.7% |
| 5Y | +138.3% | +187.2% | -48.8% | +51.8% |
| All | +740.7% | +510.4% | +230.3% | +338.6% |
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