+499.9%
ABBV vs GSK
+80.0%
+419.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.1% |
| 7D | -2.0% | -5.4% | +3.4% | +0.4% |
| 30D | +2.0% | -4.6% | +6.6% | +4.1% |
| 3M | +14.2% | -5.1% | +19.3% | +16.8% |
| 6M | +14.1% | -11.4% | +25.5% | +19.9% |
| YTD | +14.2% | +0.7% | +13.5% | +13.0% |
| 1Y | +24.2% | +23.0% | +1.2% | +12.1% |
| 3Y | +89.8% | +48.0% | +41.8% | +54.2% |
| 5Y | +187.2% | +48.2% | +139.0% | +126.9% |
| All | +499.9% | +80.0% | +419.9% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling