+1,348.4%
ABBV vs VFC
-16.9%
+1,365.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.8% | +3.5% | -0.7% | +2.3% |
| 30D | +7.0% | +38.3% | -31.3% | +2.2% |
| 3M | +19.2% | +40.2% | -20.9% | +13.6% |
| 6M | +47.8% | +10.6% | +37.1% | +44.6% |
| YTD | +32.5% | +16.7% | +15.7% | +27.7% |
| 1Y | +38.4% | +45.0% | -6.6% | +28.9% |
| 3Y | +134.3% | +48.8% | +85.5% | +100.9% |
| 5Y | +200.6% | -67.6% | +268.2% | +255.4% |
| 10Y | +590.1% | -47.5% | +637.7% | +545.8% |
| All | +1,348.4% | -16.9% | +1,365.3% | +1,076.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling