+754.6%
GS vs ABBV
+1,328.7%
-574.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.1% | -5.7% |
| 7D | -6.3% | -0.9% | -5.5% | -6.1% |
| 30D | -3.1% | +8.7% | -11.9% | -5.6% |
| 3M | -17.7% | +17.8% | -35.4% | -21.8% |
| 6M | -4.6% | +41.7% | -46.3% | -15.1% |
| YTD | +0.3% | +29.9% | -29.6% | -8.8% |
| 1Y | +11.7% | +37.0% | -25.2% | -0.3% |
| 3Y | +183.6% | +125.2% | +58.4% | +109.4% |
| 5Y | +141.0% | +193.8% | -52.8% | +59.5% |
| 10Y | +507.4% | +673.0% | -165.6% | +185.3% |
| All | +754.6% | +1,328.7% | -574.1% | +235.4% |
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 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