+458.9%
GS vs ABBV
+597.7%
-138.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +3.7% | +5.6% | -1.9% | +1.9% |
| 3M | -10.0% | +18.7% | -28.6% | -14.7% |
| 6M | -1.0% | +47.4% | -48.4% | -13.2% |
| YTD | +7.0% | +33.0% | -26.0% | -3.6% |
| 1Y | +16.6% | +34.9% | -18.3% | +4.5% |
| 3Y | +204.4% | +135.2% | +69.2% | +117.7% |
| 5Y | +160.0% | +202.1% | -42.0% | +65.2% |
| 10Y | +458.9% | +602.6% | -143.7% | +178.5% |
| All | +458.9% | +597.7% | -138.8% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling