+91.3%
ABBV vs VRSK
-26.5%
+117.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.3% | -5.2% | +5.4% | +1.3% |
| 30D | +3.4% | -2.3% | +5.7% | +3.8% |
| 3M | +15.2% | -2.9% | +18.1% | +15.8% |
| 6M | +14.7% | -12.8% | +27.5% | +17.6% |
| YTD | +15.2% | -20.8% | +36.0% | +20.9% |
| 1Y | +20.4% | -33.2% | +53.6% | +32.6% |
| 3Y | +91.3% | -26.6% | +117.9% | +107.0% |
| All | +91.3% | -26.5% | +117.8% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling