+12.1%
GS vs ABBV
+39.0%
-26.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.2% |
| 7D | -3.2% | -1.2% | -2.0% | -3.4% |
| 30D | -2.4% | +8.0% | -10.4% | -1.2% |
| 3M | -15.7% | +20.2% | -35.9% | -13.2% |
| 6M | -6.8% | +44.0% | -50.7% | -3.8% |
| YTD | -0.1% | +31.3% | -31.4% | +3.4% |
| 1Y | +12.1% | +37.0% | -24.9% | +14.4% |
| All | +12.1% | +39.0% | -26.9% | +14.4% |
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