+67.2%
ABBV vs VIK
+225.3%
-158.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | -4.1% | -0.8% | -3.3% | -4.1% |
| 30D | +1.2% | -18.0% | +19.2% | +2.4% |
| 3M | +12.1% | -5.8% | +17.9% | +12.3% |
| 6M | +12.0% | +17.2% | -5.1% | +10.1% |
| YTD | +12.4% | +19.1% | -6.7% | +10.1% |
| 1Y | +22.9% | +33.6% | -10.7% | +19.5% |
| All | +67.2% | +225.3% | -158.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling