+504.9%
ABBV vs VIVK
-100.0%
+604.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | +0.3% | -4.4% | +4.6% | +0.3% |
| 30D | +3.4% | -40.8% | +44.2% | +3.3% |
| 3M | +15.2% | -94.1% | +109.3% | +15.0% |
| 6M | +14.7% | -98.2% | +112.9% | +14.4% |
| YTD | +15.2% | -98.0% | +113.2% | +15.0% |
| 1Y | +20.4% | -100.0% | +120.3% | +19.9% |
| 3Y | +91.3% | -100.0% | +191.3% | +90.7% |
| 5Y | +189.6% | -100.0% | +289.6% | +188.4% |
| All | +504.9% | -100.0% | +604.9% | +506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling