+1,118.6%
ABBV vs VCLT
+42.2%
+1,076.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +1.1% | -0.6% | +1.7% | +1.2% |
| 3M | +12.3% | -2.2% | +14.6% | +12.7% |
| 6M | +9.8% | -2.9% | +12.7% | +10.3% |
| YTD | +11.5% | -2.1% | +13.5% | +11.8% |
| 1Y | +22.3% | -2.6% | +24.8% | +22.8% |
| 3Y | +85.2% | +12.5% | +72.7% | +82.1% |
| 5Y | +170.8% | -15.3% | +186.1% | +173.5% |
| 10Y | +485.4% | +16.6% | +468.8% | +499.4% |
| All | +1,118.6% | +42.2% | +1,076.4% | +1,150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling