+180.2%
ABBV vs GTLB
-50.1%
+230.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +0.3% | -5.7% | +6.0% | +0.2% |
| 30D | +3.4% | +15.1% | -11.8% | +3.4% |
| 3M | +15.2% | +65.5% | -50.3% | +15.4% |
| 6M | +14.7% | +102.9% | -88.2% | +14.9% |
| YTD | +15.2% | +25.2% | -10.0% | +15.5% |
| 1Y | +20.4% | -5.5% | +25.9% | +20.9% |
| 3Y | +91.3% | -10.9% | +102.2% | +91.9% |
| All | +180.2% | -50.1% | +230.4% | +180.6% |
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