+181.0%
ABBV vs VFC
-78.7%
+259.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -4.1% | -2.3% | -1.8% | -4.0% |
| 30D | +1.2% | -13.4% | +14.5% | +2.1% |
| 3M | +12.1% | -23.7% | +35.8% | +13.8% |
| 6M | +12.0% | -24.5% | +36.5% | +13.6% |
| YTD | +12.4% | -27.8% | +40.2% | +14.1% |
| 1Y | +22.9% | -13.5% | +36.4% | +22.8% |
| 3Y | +86.8% | -27.1% | +113.9% | +82.8% |
| 5Y | +181.0% | -79.0% | +260.0% | +210.5% |
| All | +181.0% | -78.7% | +259.7% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling