+1,787.8%
GOOGL vs ABBV
+1,163.4%
+624.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -6.6% | +4.2% | -10.7% | -7.6% |
| 3M | -8.9% | +14.8% | -23.8% | -13.0% |
| 6M | +11.9% | +10.3% | +1.6% | +8.0% |
| YTD | +8.3% | +14.9% | -6.6% | +3.2% |
| 1Y | +46.2% | +24.1% | +22.1% | +35.6% |
| 3Y | +151.9% | +91.9% | +59.9% | +98.2% |
| 5Y | +137.7% | +176.0% | -38.3% | +61.6% |
| 10Y | +757.6% | +502.9% | +254.6% | +350.0% |
| All | +1,787.8% | +1,163.4% | +624.4% | +750.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling