+1,335.6%
ABBV vs VCIT
+47.2%
+1,288.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +8.0% | +1.9% | +6.1% | +7.4% |
| 3M | +20.2% | -1.4% | +21.6% | +20.7% |
| 6M | +44.0% | -2.1% | +46.1% | +44.9% |
| YTD | +31.3% | -1.6% | +32.9% | +32.0% |
| 1Y | +37.0% | -0.9% | +37.9% | +37.4% |
| 3Y | +128.0% | +20.0% | +108.0% | +118.6% |
| 5Y | +196.9% | +3.1% | +193.8% | +191.2% |
| 10Y | +681.2% | +28.7% | +652.5% | +702.6% |
| All | +1,335.6% | +47.2% | +1,288.5% | +1,375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling