+774.5%
ABBV vs VEEV
+596.9%
+177.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.5% |
| 7D | -4.3% | -5.2% | +0.8% | -3.7% |
| 30D | +1.1% | +14.9% | -13.8% | -0.9% |
| 3M | +12.3% | +58.4% | -46.0% | +5.4% |
| 6M | +9.8% | +35.5% | -25.7% | +4.7% |
| YTD | +11.5% | +18.6% | -7.2% | +8.0% |
| 1Y | +22.3% | -6.3% | +28.6% | +22.1% |
| 3Y | +85.2% | +20.2% | +65.0% | +75.8% |
| 5Y | +170.8% | -13.8% | +184.6% | +165.4% |
| 10Y | +485.4% | +542.0% | -56.6% | +281.1% |
| All | +774.5% | +596.9% | +177.5% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VEEV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling