+499.9%
ABBV vs VSH
+178.4%
+321.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.0% | +2.8% | -4.8% | -2.4% |
| 30D | +2.0% | -6.0% | +8.0% | +2.6% |
| 3M | +14.2% | -42.6% | +56.8% | +21.0% |
| 6M | +14.1% | +82.1% | -68.0% | -1.4% |
| YTD | +14.2% | +117.5% | -103.3% | -4.8% |
| 1Y | +24.2% | +109.0% | -84.8% | +3.5% |
| 3Y | +89.8% | +34.9% | +54.9% | +66.1% |
| 5Y | +187.2% | +65.1% | +122.1% | +133.9% |
| All | +499.9% | +178.4% | +321.5% | +287.2% |
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