+103.1%
GOOGL vs ABBV
+200.7%
-97.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +5.7% | +2.2% | +3.6% | +5.6% |
| 30D | -15.6% | +8.0% | -23.6% | -15.8% |
| 3M | -13.0% | +19.1% | -32.1% | -13.6% |
| 6M | -22.8% | +43.5% | -66.3% | -24.5% |
| YTD | -4.4% | +32.7% | -37.1% | -6.1% |
| 1Y | +4.5% | +30.0% | -25.6% | +2.7% |
| 3Y | +127.4% | +134.7% | -7.3% | +104.7% |
| All | +103.1% | +200.7% | -97.6% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling