+1,149.0%
ABBV vs VRSK
+258.1%
+891.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.0% | -7.7% | +5.7% | +0.5% |
| 30D | +2.0% | -2.8% | +4.8% | +2.8% |
| 3M | +14.2% | -3.7% | +17.9% | +15.0% |
| 6M | +14.1% | -12.8% | +26.8% | +18.0% |
| YTD | +14.2% | -21.0% | +35.2% | +21.6% |
| 1Y | +24.2% | -32.5% | +56.7% | +39.1% |
| 3Y | +89.8% | -26.5% | +116.3% | +104.0% |
| 5Y | +187.2% | -11.5% | +198.7% | +182.8% |
| 10Y | +506.7% | +125.7% | +381.0% | +298.4% |
| All | +1,149.0% | +258.1% | +891.0% | +634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling