+1,118.6%
ABBV vs VIVK
-100.0%
+1,218.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.7% | -10.6% | -3.0% |
| 7D | -4.3% | +13.1% | -17.4% | -4.3% |
| 30D | +1.1% | -29.7% | +30.8% | +1.1% |
| 3M | +12.3% | -93.0% | +105.3% | +12.4% |
| 6M | +9.8% | -98.0% | +107.8% | +9.9% |
| YTD | +11.5% | -97.8% | +109.2% | +11.5% |
| 1Y | +22.3% | -100.0% | +122.2% | +22.6% |
| 3Y | +85.2% | -100.0% | +185.1% | +85.5% |
| 5Y | +170.8% | -100.0% | +270.8% | +171.4% |
| 10Y | +485.4% | -100.0% | +585.4% | +481.8% |
| All | +1,118.6% | -100.0% | +1,218.6% | +1,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling