+58.1%
ABBV vs VG
-39.3%
+97.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +0.4% | +1.7% | -1.3% | +0.4% |
| 30D | +4.2% | +16.0% | -11.8% | +3.9% |
| 3M | +14.8% | +9.7% | +5.1% | +14.5% |
| 6M | +10.3% | +29.6% | -19.3% | +9.5% |
| YTD | +14.9% | +112.0% | -97.1% | +12.6% |
| 1Y | +24.1% | +12.8% | +11.3% | +23.6% |
| All | +58.1% | -39.3% | +97.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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