+921.5%
GS vs ABBV
+1,163.4%
-241.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +0.9% | +0.4% | +0.6% | +0.8% |
| 30D | -1.6% | +4.2% | -5.7% | -2.9% |
| 3M | -4.5% | +14.8% | -19.3% | -9.1% |
| 6M | +20.9% | +10.3% | +10.6% | +16.2% |
| YTD | +19.9% | +14.9% | +5.0% | +13.2% |
| 1Y | +41.4% | +24.1% | +17.3% | +29.7% |
| 3Y | +239.2% | +91.9% | +147.2% | +163.6% |
| 5Y | +185.0% | +176.0% | +9.0% | +91.7% |
| 10Y | +655.0% | +502.9% | +152.0% | +281.6% |
| All | +921.5% | +1,163.4% | -241.9% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling