+201.6%
ABBV vs GSK
+44.4%
+157.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.3% | +1.1% | +0.1% | +0.9% |
| 30D | +4.7% | +6.3% | -1.6% | +2.5% |
| 3M | +18.3% | +1.8% | +16.5% | +17.5% |
| 6M | +43.4% | +1.7% | +41.7% | +42.4% |
| YTD | +33.0% | +6.5% | +26.4% | +29.4% |
| 1Y | +30.8% | +9.5% | +21.3% | +26.1% |
| 3Y | +135.1% | +65.3% | +69.8% | +98.1% |
| All | +201.6% | +44.4% | +157.1% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling