+249.3%
ABBV vs RVMD
+622.3%
-373.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.3% | -3.0% | +3.2% | +0.4% |
| 30D | +3.4% | -0.7% | +4.1% | +3.4% |
| 3M | +15.2% | +36.5% | -21.3% | +13.1% |
| 6M | +14.7% | +104.6% | -89.9% | +9.3% |
| YTD | +15.2% | +155.8% | -140.6% | +7.8% |
| 1Y | +20.4% | +340.7% | -320.3% | +8.9% |
| 3Y | +91.3% | +519.9% | -428.6% | +67.3% |
| 5Y | +189.6% | +584.9% | -395.4% | +146.6% |
| All | +249.3% | +622.3% | -373.0% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling