+602.8%
ABBV vs VFC
-50.3%
+653.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | +8.0% | +24.6% | -16.7% | +5.2% |
| 3M | +19.1% | +38.4% | -19.3% | +14.5% |
| 6M | +43.5% | +15.3% | +28.3% | +40.3% |
| YTD | +32.7% | +12.7% | +20.0% | +29.3% |
| 1Y | +30.0% | +32.7% | -2.7% | +23.9% |
| 3Y | +134.7% | +43.7% | +91.1% | +107.5% |
| 5Y | +200.6% | -69.2% | +269.8% | +251.9% |
| All | +602.8% | -50.3% | +653.0% | +640.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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