+107.9%
ABBV vs GEHC
+32.6%
+75.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +4.7% | +21.3% | -16.6% | +1.8% |
| 3M | +18.3% | +12.6% | +5.8% | +16.3% |
| 6M | +43.4% | +34.3% | +9.1% | +37.2% |
| YTD | +33.0% | +1.4% | +31.6% | +31.8% |
| 1Y | +30.8% | +12.5% | +18.4% | +27.5% |
| 3Y | +135.1% | +19.2% | +115.9% | +126.3% |
| All | +107.9% | +32.6% | +75.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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