+120.1%
ABBV vs VLTO
+54.8%
+65.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -2.7% |
| 30D | +8.0% | +22.3% | -14.3% | +1.8% |
| 3M | +20.2% | +19.6% | +0.6% | +13.9% |
| 6M | +44.0% | +35.2% | +8.8% | +31.6% |
| YTD | +31.3% | +17.9% | +13.5% | +24.6% |
| 1Y | +37.0% | +19.5% | +17.5% | +29.3% |
| 3Y | +128.0% | +73.9% | +54.0% | +102.7% |
| All | +120.1% | +54.8% | +65.3% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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