+135.1%
ABBV vs GSK
+65.8%
+69.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.2% |
| 3M | +18.3% | +1.8% | +16.5% | +17.4% |
| 6M | +43.4% | +1.7% | +41.7% | +42.3% |
| YTD | +33.0% | +6.5% | +26.4% | +28.7% |
| 1Y | +30.8% | +9.5% | +21.3% | +25.3% |
| 3Y | +135.1% | +65.3% | +69.8% | +93.6% |
| All | +135.1% | +65.8% | +69.3% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling