+41.4%
GS vs ABBV
+24.6%
+16.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -0.1% |
| 7D | +0.9% | +0.4% | +0.6% | +1.0% |
| 30D | -1.6% | +4.2% | -5.7% | -1.1% |
| 3M | -4.5% | +14.8% | -19.3% | -4.1% |
| 6M | +20.9% | +10.3% | +10.6% | +20.9% |
| YTD | +19.9% | +14.9% | +5.0% | +20.6% |
| 1Y | +41.4% | +24.1% | +17.3% | +40.8% |
| All | +41.4% | +24.6% | +16.8% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling