+85.1%
ABBV vs VMC
+21.4%
+63.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.8% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +1.1% | -9.1% | +10.2% | +2.5% |
| 3M | +12.3% | -4.1% | +16.5% | +12.8% |
| 6M | +9.8% | -5.5% | +15.3% | +10.4% |
| YTD | +11.5% | -8.9% | +20.4% | +12.2% |
| 1Y | +22.3% | -12.9% | +35.2% | +23.9% |
| All | +85.1% | +21.4% | +63.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling