+604.1%
ABBV vs GSK
+105.0%
+499.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.3% | +1.1% | +0.1% | +0.8% |
| 30D | +4.7% | +6.3% | -1.6% | +1.9% |
| 3M | +18.3% | +1.8% | +16.5% | +17.2% |
| 6M | +43.4% | +1.7% | +41.7% | +42.1% |
| YTD | +33.0% | +6.5% | +26.4% | +28.1% |
| 1Y | +30.8% | +9.5% | +21.3% | +24.5% |
| 3Y | +135.1% | +65.3% | +69.8% | +82.2% |
| 5Y | +201.2% | +43.7% | +157.5% | +145.0% |
| All | +604.1% | +105.0% | +499.2% | +335.9% |
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