+692.8%
GOOGL vs ABBV
+599.4%
+93.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.9% | +1.3% | +2.6% | +3.5% |
| 30D | -14.9% | +4.7% | -19.6% | -16.1% |
| 3M | -14.6% | +18.3% | -32.9% | -18.6% |
| 6M | -26.4% | +43.4% | -69.8% | -34.3% |
| YTD | -5.3% | +33.0% | -38.3% | -13.7% |
| 1Y | +6.5% | +30.8% | -24.4% | -2.6% |
| 3Y | +126.0% | +135.1% | -9.1% | +62.9% |
| 5Y | +100.8% | +201.2% | -100.4% | +27.0% |
| All | +692.8% | +599.4% | +93.5% | +283.0% |
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