+132.5%
GOOGL vs ABBV
+175.4%
-42.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.3% |
| 7D | -1.9% | -4.1% | +2.3% | -1.7% |
| 30D | -7.5% | +1.2% | -8.6% | -7.5% |
| 3M | -9.2% | +12.1% | -21.3% | -10.0% |
| 6M | +8.1% | +12.0% | -4.0% | +6.9% |
| YTD | +5.8% | +12.4% | -6.6% | +4.6% |
| 1Y | +38.3% | +22.9% | +15.4% | +35.6% |
| 3Y | +144.8% | +86.8% | +58.0% | +123.6% |
| 5Y | +132.5% | +181.0% | -48.5% | +71.4% |
| All | +132.5% | +175.4% | -42.9% | +71.4% |
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