+606.9%
GEV vs ABBV
+54.3%
+552.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.7% |
| 7D | -1.9% | -2.0% | +0.1% | -2.0% |
| 30D | -8.7% | +2.0% | -10.7% | -8.5% |
| 3M | +6.6% | +14.2% | -7.6% | +7.0% |
| 6M | +10.2% | +14.1% | -3.9% | +10.8% |
| YTD | +41.6% | +14.2% | +27.4% | +42.5% |
| 1Y | +43.9% | +24.2% | +19.7% | +44.7% |
| All | +606.9% | +54.3% | +552.6% | +690.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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