+65.8%
ABBV vs VIK
+236.8%
-171.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.2% |
| 7D | -4.3% | +3.6% | -7.9% | -4.5% |
| 30D | +1.1% | -16.7% | +17.9% | +2.2% |
| 3M | +12.3% | -1.1% | +13.4% | +12.1% |
| 6M | +9.8% | +27.8% | -18.0% | +7.3% |
| YTD | +11.5% | +23.3% | -11.9% | +9.0% |
| 1Y | +22.3% | +38.2% | -15.9% | +18.6% |
| All | +65.8% | +236.8% | -171.0% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling