+85.2%
ABBV vs GEHC
+1.8%
+83.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.5% |
| 7D | -4.3% | -5.2% | +0.9% | -3.4% |
| 30D | +1.1% | -7.0% | +8.1% | +2.4% |
| 3M | +12.3% | +3.3% | +9.0% | +11.5% |
| 6M | +9.8% | -10.0% | +19.8% | +11.3% |
| YTD | +11.5% | -18.5% | +29.9% | +14.8% |
| 1Y | +22.3% | -14.4% | +36.7% | +24.4% |
| 3Y | +85.2% | +3.4% | +81.7% | +78.4% |
| All | +85.2% | +1.8% | +83.3% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling