+1,156.2%
ABBV vs VMC
+444.7%
+711.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.6% |
| 7D | +0.4% | -4.3% | +4.7% | +1.3% |
| 30D | +4.2% | -8.2% | +12.4% | +5.9% |
| 3M | +14.8% | -7.0% | +21.9% | +16.2% |
| 6M | +10.3% | -10.8% | +21.0% | +12.4% |
| YTD | +14.9% | -7.4% | +22.3% | +15.8% |
| 1Y | +24.1% | -9.5% | +33.6% | +25.6% |
| 3Y | +91.9% | +20.5% | +71.5% | +80.8% |
| 5Y | +176.0% | +51.6% | +124.5% | +143.0% |
| 10Y | +502.9% | +150.0% | +352.9% | +345.3% |
| All | +1,156.2% | +444.7% | +711.5% | +652.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling