+1,354.0%
ABBV vs VEU
+160.7%
+1,193.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.3% | +2.1% | -0.8% | +0.1% |
| 30D | +4.7% | -0.9% | +5.6% | +5.2% |
| 3M | +18.3% | -5.4% | +23.7% | +21.7% |
| 6M | +43.4% | -1.8% | +45.2% | +43.5% |
| YTD | +33.0% | +10.9% | +22.1% | +23.2% |
| 1Y | +30.8% | +13.6% | +17.2% | +19.4% |
| 3Y | +135.1% | +69.3% | +65.9% | +66.7% |
| 5Y | +201.2% | +48.1% | +153.1% | +129.7% |
| 10Y | +602.7% | +148.0% | +454.7% | +262.4% |
| All | +1,354.0% | +160.7% | +1,193.3% | +627.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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