+187.2%
ABBV vs RVMD
+560.0%
-372.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | -2.0% | -3.6% | +1.6% | -1.8% |
| 30D | +2.0% | -1.1% | +3.0% | +2.0% |
| 3M | +14.2% | +41.0% | -26.9% | +12.3% |
| 6M | +14.1% | +105.7% | -91.6% | +9.7% |
| YTD | +14.2% | +155.3% | -141.1% | +8.2% |
| 1Y | +24.2% | +402.7% | -378.5% | +13.7% |
| 3Y | +89.8% | +533.1% | -443.3% | +70.7% |
| 5Y | +187.2% | +583.5% | -396.3% | +156.1% |
| All | +187.2% | +560.0% | -372.8% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling