+187.2%
ABBV vs VIVK
-100.0%
+287.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | -2.0% | -9.5% | +7.5% | -2.0% |
| 30D | +2.0% | -35.1% | +37.1% | +2.0% |
| 3M | +14.2% | -93.4% | +107.5% | +14.2% |
| 6M | +14.1% | -98.0% | +112.0% | +14.0% |
| YTD | +14.2% | -97.9% | +112.1% | +14.3% |
| 1Y | +24.2% | -100.0% | +124.2% | +24.6% |
| 3Y | +89.8% | -100.0% | +189.8% | +90.0% |
| 5Y | +187.2% | -100.0% | +287.2% | +187.5% |
| All | +187.2% | -100.0% | +287.2% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling