+170.8%
ABBV vs GEN
+22.3%
+148.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.8% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | +1.1% | +2.6% | -1.5% | +0.9% |
| 3M | +12.3% | +15.8% | -3.5% | +11.1% |
| 6M | +9.8% | +33.1% | -23.3% | +7.2% |
| YTD | +11.5% | +11.3% | +0.2% | +10.7% |
| 1Y | +22.3% | +1.7% | +20.6% | +22.5% |
| 3Y | +85.2% | +58.1% | +27.0% | +76.8% |
| 5Y | +170.8% | +20.6% | +150.2% | +166.9% |
| All | +170.8% | +22.3% | +148.5% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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