+75.8%
ABBV vs GEHC
+4.1%
+71.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -4.1% | -7.6% | +3.5% | -3.0% |
| 30D | +1.2% | -10.7% | +11.8% | +2.8% |
| 3M | +12.1% | -1.2% | +13.3% | +12.1% |
| 6M | +12.0% | -13.7% | +25.8% | +13.9% |
| YTD | +12.4% | -20.4% | +32.8% | +15.4% |
| 1Y | +22.9% | -17.0% | +40.0% | +25.2% |
| 3Y | +86.8% | +0.9% | +85.8% | +86.2% |
| All | +75.8% | +4.1% | +71.7% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling