+30.8%
ABBV vs VMC
-5.0%
+35.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.3% | -1.3% | +2.5% | +1.4% |
| 30D | +4.7% | +15.5% | -10.7% | +3.5% |
| 3M | +18.3% | +0.6% | +17.8% | +18.3% |
| 6M | +43.4% | +2.1% | +41.3% | +43.5% |
| YTD | +33.0% | -1.6% | +34.6% | +32.8% |
| 1Y | +30.8% | -1.2% | +32.0% | +30.4% |
| All | +30.8% | -5.0% | +35.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling