+504.9%
ABBV vs VMC
+156.6%
+348.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | +0.3% | -3.8% | +4.0% | +1.0% |
| 30D | +3.4% | -9.7% | +13.1% | +5.2% |
| 3M | +15.2% | -9.6% | +24.8% | +17.1% |
| 6M | +14.7% | -4.8% | +19.5% | +15.3% |
| YTD | +15.2% | -10.9% | +26.1% | +16.8% |
| 1Y | +20.4% | -15.6% | +36.0% | +23.3% |
| 3Y | +91.3% | +19.3% | +72.0% | +81.6% |
| 5Y | +189.6% | +48.0% | +141.6% | +159.2% |
| All | +504.9% | +156.6% | +348.3% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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