+91.3%
ABBV vs GWRE
+50.1%
+41.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +0.3% | -13.2% | +13.5% | +0.9% |
| 30D | +3.4% | -18.6% | +21.9% | +4.1% |
| 3M | +15.2% | +18.9% | -3.7% | +14.5% |
| 6M | +14.7% | -11.0% | +25.6% | +14.7% |
| YTD | +15.2% | -29.9% | +45.1% | +17.3% |
| 1Y | +20.4% | -44.3% | +64.7% | +24.4% |
| 3Y | +91.3% | +51.7% | +39.7% | +80.6% |
| All | +91.3% | +50.1% | +41.3% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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