+201.6%
ABBV vs GTLB
-62.5%
+264.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.3% |
| 30D | +4.7% | -10.2% | +14.9% | +4.7% |
| 3M | +18.3% | +10.1% | +8.2% | +18.4% |
| 6M | +43.4% | +116.5% | -73.1% | +43.8% |
| YTD | +33.0% | +27.2% | +5.8% | +33.5% |
| 1Y | +30.8% | +8.6% | +22.3% | +31.3% |
| 3Y | +135.1% | +5.6% | +129.6% | +136.0% |
| All | +201.6% | -62.5% | +264.1% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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