+1,351.1%
ABBV vs VCIT
+46.6%
+1,304.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +2.2% | -1.4% | +3.5% | +2.6% |
| 30D | +8.0% | +0.8% | +7.2% | +7.7% |
| 3M | +19.1% | -1.7% | +20.8% | +19.7% |
| 6M | +43.5% | -2.1% | +45.6% | +44.4% |
| YTD | +32.7% | -2.0% | +34.8% | +33.5% |
| 1Y | +30.0% | -1.5% | +31.5% | +30.6% |
| 3Y | +134.7% | +19.0% | +115.8% | +125.6% |
| 5Y | +200.7% | +3.8% | +196.9% | +194.6% |
| 10Y | +601.3% | +30.6% | +570.7% | +625.2% |
| All | +1,351.1% | +46.6% | +1,304.5% | +1,393.2% |
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