+1,156.2%
ABBV vs VFC
-46.5%
+1,202.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +4.2% | -11.6% | +15.8% | +5.9% |
| 3M | +14.8% | -18.1% | +32.9% | +17.3% |
| 6M | +10.3% | -27.4% | +37.6% | +14.2% |
| YTD | +14.9% | -24.8% | +39.7% | +18.0% |
| 1Y | +24.1% | -8.2% | +32.3% | +22.9% |
| 3Y | +91.9% | -29.1% | +121.1% | +84.6% |
| 5Y | +176.0% | -79.2% | +255.2% | +247.0% |
| 10Y | +502.9% | -68.1% | +571.0% | +513.8% |
| All | +1,156.2% | -46.5% | +1,202.7% | +986.4% |
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