+181.0%
ABBV vs GSK
+47.3%
+133.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -4.1% | -3.6% | -0.5% | -2.9% |
| 30D | +1.2% | -5.9% | +7.1% | +3.3% |
| 3M | +12.1% | -4.3% | +16.4% | +13.8% |
| 6M | +12.0% | -10.8% | +22.8% | +16.0% |
| YTD | +12.4% | +1.8% | +10.6% | +11.2% |
| 1Y | +22.9% | +23.5% | -0.5% | +14.2% |
| 3Y | +86.8% | +49.5% | +37.2% | +62.1% |
| 5Y | +181.0% | +49.7% | +131.4% | +143.4% |
| All | +181.0% | +47.3% | +133.7% | +143.4% |
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