+128.3%
GOOGL vs ABBV
+134.7%
-6.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +5.7% | +2.2% | +3.6% | +5.8% |
| 30D | -15.6% | +8.0% | -23.6% | -15.2% |
| 3M | -13.0% | +19.1% | -32.1% | -12.2% |
| 6M | -22.8% | +43.5% | -66.3% | -21.9% |
| YTD | -4.4% | +32.7% | -37.1% | -3.5% |
| 1Y | +4.5% | +30.0% | -25.6% | +5.3% |
| All | +128.3% | +134.7% | -6.5% | +170.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling