+200.7%
ABBV vs VMC
+46.0%
+154.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +2.2% | -1.7% | +3.8% | +2.4% |
| 30D | +8.0% | +15.3% | -7.3% | +5.9% |
| 3M | +19.1% | +0.3% | +18.8% | +18.9% |
| 6M | +43.5% | +0.9% | +42.7% | +43.1% |
| YTD | +32.7% | -1.0% | +33.7% | +32.1% |
| 1Y | +30.0% | -4.3% | +34.4% | +30.1% |
| 3Y | +134.7% | +35.3% | +99.4% | +122.8% |
| 5Y | +200.7% | +44.4% | +156.3% | +179.6% |
| All | +200.7% | +46.0% | +154.6% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling