+89.8%
ABBV vs GM
+168.3%
-78.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.4% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | +2.0% | -3.4% | +5.4% | +2.3% |
| 3M | +14.2% | +8.7% | +5.5% | +13.2% |
| 6M | +14.1% | +15.4% | -1.4% | +12.3% |
| YTD | +14.2% | +6.6% | +7.6% | +13.1% |
| 1Y | +24.2% | +51.5% | -27.3% | +18.7% |
| All | +89.8% | +168.3% | -78.5% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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