+1,129.0%
ABBV vs GNRC
+508.3%
+620.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.0% |
| 7D | -4.1% | +3.2% | -7.3% | -4.4% |
| 30D | +1.2% | -9.5% | +10.7% | +2.1% |
| 3M | +12.1% | -28.5% | +40.6% | +15.3% |
| 6M | +12.0% | -10.0% | +22.0% | +12.0% |
| YTD | +12.4% | +36.7% | -24.3% | +7.0% |
| 1Y | +22.9% | +2.6% | +20.4% | +20.4% |
| 3Y | +86.8% | +61.9% | +24.8% | +70.2% |
| 5Y | +181.0% | -59.0% | +240.1% | +199.8% |
| 10Y | +497.0% | +444.8% | +52.2% | +261.5% |
| All | +1,129.0% | +508.3% | +620.7% | +628.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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