+185.8%
GS vs ABBV
+126.8%
+58.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | -2.4% | +8.0% | -10.4% | -3.2% |
| 3M | -15.7% | +20.2% | -35.9% | -17.3% |
| 6M | -6.8% | +44.0% | -50.7% | -11.5% |
| YTD | -0.1% | +31.3% | -31.4% | -3.9% |
| 1Y | +12.1% | +37.0% | -24.9% | +6.7% |
| 3Y | +185.8% | +128.0% | +57.8% | +138.4% |
| All | +185.8% | +126.8% | +58.9% | +138.4% |
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 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