+200.7%
ABBV vs VCIT
+3.6%
+197.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +2.2% | -1.4% | +3.5% | +2.7% |
| 30D | +8.0% | +0.8% | +7.2% | +7.6% |
| 3M | +19.1% | -1.7% | +20.8% | +20.0% |
| 6M | +43.5% | -2.1% | +45.6% | +44.8% |
| YTD | +32.7% | -2.0% | +34.8% | +33.8% |
| 1Y | +30.0% | -1.5% | +31.5% | +30.8% |
| 3Y | +134.7% | +19.0% | +115.8% | +124.6% |
| 5Y | +200.7% | +3.8% | +196.9% | +168.3% |
| All | +200.7% | +3.6% | +197.1% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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