+169.3%
ABBV vs GFS
-3.9%
+173.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -4.3% | +2.6% | -7.0% | -4.4% |
| 30D | +1.1% | -16.4% | +17.5% | +1.7% |
| 3M | +12.3% | -41.6% | +53.9% | +14.5% |
| 6M | +9.8% | -3.7% | +13.5% | +8.2% |
| YTD | +11.5% | +29.3% | -17.9% | +7.8% |
| 1Y | +22.3% | +37.1% | -14.9% | +17.6% |
| 3Y | +85.2% | -22.1% | +107.3% | +81.1% |
| All | +169.3% | -3.9% | +173.2% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GFS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling