+1,118.6%
ABBV vs VEA
+207.5%
+911.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -4.3% | +1.9% | -6.2% | -5.3% |
| 30D | +1.1% | +0.8% | +0.3% | +0.6% |
| 3M | +12.3% | +5.7% | +6.6% | +8.3% |
| 6M | +9.8% | +13.3% | -3.5% | +1.1% |
| YTD | +11.5% | +18.4% | -6.9% | -0.3% |
| 1Y | +22.3% | +27.0% | -4.7% | +4.8% |
| 3Y | +85.2% | +79.3% | +5.9% | +27.1% |
| 5Y | +170.8% | +62.1% | +108.7% | +95.7% |
| 10Y | +485.4% | +160.3% | +325.2% | +195.3% |
| All | +1,118.6% | +207.5% | +911.1% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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