+602.8%
ABBV vs VSH
+124.9%
+477.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | +0.3% |
| 7D | +2.2% | +26.2% | -24.0% | -0.6% |
| 30D | +8.0% | -12.5% | +20.5% | +8.9% |
| 3M | +19.1% | -16.9% | +36.0% | +20.3% |
| 6M | +43.5% | -17.0% | +60.5% | +40.0% |
| YTD | +32.7% | +93.8% | -61.1% | +11.0% |
| 1Y | +30.0% | +99.3% | -69.3% | +8.1% |
| 3Y | +134.7% | +35.0% | +99.8% | +101.5% |
| 5Y | +200.6% | +45.8% | +154.8% | +146.8% |
| All | +602.8% | +124.9% | +477.9% | +373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling