+199.8%
GS vs ABBV
+135.2%
+64.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +5.9% | +1.3% | +4.6% | +5.7% |
| 30D | +4.3% | +4.7% | -0.4% | +3.8% |
| 3M | -11.7% | +18.3% | -30.0% | -13.1% |
| 6M | -3.2% | +43.4% | -46.6% | -7.9% |
| YTD | +5.8% | +33.0% | -27.2% | +1.7% |
| 1Y | +16.0% | +30.8% | -14.8% | +11.9% |
| 3Y | +199.8% | +135.1% | +64.6% | +159.2% |
| All | +199.8% | +135.2% | +64.5% | +159.2% |
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