+40.7%
ABBV vs VRSK
-8.8%
+49.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +3.1% | +4.2% | -1.2% | +2.6% |
| 30D | +11.6% | +21.2% | -9.6% | +9.2% |
| 3M | +21.7% | +2.9% | +18.8% | +20.8% |
| 6M | +43.5% | +11.3% | +32.2% | +42.7% |
| YTD | +32.9% | -10.8% | +43.7% | +32.7% |
| 1Y | +40.7% | -9.2% | +49.8% | +40.1% |
| All | +40.7% | -8.8% | +49.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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