+1,345.5%
ABBV vs GEN
+338.7%
+1,006.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +6.7% | +28.2% | -21.4% | +2.6% |
| 3M | +19.9% | +2.6% | +17.3% | +18.9% |
| 6M | +47.5% | +32.7% | +14.8% | +39.8% |
| YTD | +32.2% | +11.3% | +20.9% | +28.4% |
| 1Y | +37.8% | +17.9% | +19.9% | +32.5% |
| 3Y | +134.8% | +66.3% | +68.4% | +109.5% |
| 5Y | +203.0% | +31.7% | +171.3% | +176.7% |
| 10Y | +603.7% | +150.0% | +453.7% | +427.1% |
| All | +1,345.5% | +338.7% | +1,006.7% | +821.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling