+91.3%
ABBV vs GILD
+108.6%
-17.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +0.3% | -4.8% | +5.1% | +2.0% |
| 30D | +3.4% | +5.8% | -2.4% | +1.4% |
| 3M | +15.2% | +14.9% | +0.3% | +9.8% |
| 6M | +14.7% | -0.4% | +15.0% | +14.5% |
| YTD | +15.2% | +18.5% | -3.3% | +8.3% |
| 1Y | +20.4% | +25.1% | -4.7% | +11.1% |
| 3Y | +91.3% | +105.9% | -14.5% | +49.0% |
| All | +91.3% | +108.6% | -17.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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