+499.9%
ABBV vs VSAT
+3.1%
+496.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.5% |
| 7D | -2.0% | +3.4% | -5.4% | -2.2% |
| 30D | +2.0% | -12.2% | +14.2% | +2.5% |
| 3M | +14.2% | +20.6% | -6.5% | +12.3% |
| 6M | +14.1% | +60.2% | -46.1% | +10.0% |
| YTD | +14.2% | +115.3% | -101.0% | +7.9% |
| 1Y | +24.2% | +154.6% | -130.3% | +15.6% |
| 3Y | +89.8% | +211.2% | -121.4% | +66.6% |
| 5Y | +187.2% | +52.7% | +134.5% | +160.2% |
| All | +499.9% | +3.1% | +496.8% | +454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling