+499.9%
ABBV vs VCLT
+17.0%
+482.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | +2.0% | -1.1% | +3.1% | +2.2% |
| 3M | +14.2% | -3.7% | +17.9% | +15.1% |
| 6M | +14.1% | -4.0% | +18.1% | +15.1% |
| YTD | +14.2% | -3.4% | +17.6% | +15.1% |
| 1Y | +24.2% | -4.1% | +28.4% | +25.4% |
| 3Y | +89.8% | +11.0% | +78.8% | +85.7% |
| 5Y | +187.2% | -17.0% | +204.2% | +196.1% |
| All | +499.9% | +17.0% | +482.9% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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