+181.0%
ABBV vs VMC
+48.3%
+132.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | +1.3% |
| 7D | -4.1% | -5.3% | +1.2% | -3.4% |
| 30D | +1.2% | -12.3% | +13.4% | +2.9% |
| 3M | +12.1% | -10.3% | +22.4% | +13.6% |
| 6M | +12.0% | -8.6% | +20.6% | +13.1% |
| YTD | +12.4% | -11.9% | +24.3% | +13.7% |
| 1Y | +22.9% | -13.9% | +36.9% | +24.7% |
| 3Y | +86.8% | +18.2% | +68.6% | +80.5% |
| 5Y | +181.0% | +47.7% | +133.3% | +158.7% |
| All | +181.0% | +48.3% | +132.8% | +158.7% |
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