+181.0%
ABBV vs VSH
+67.3%
+113.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -4.1% | +3.5% | -7.7% | -4.3% |
| 30D | +1.2% | -4.4% | +5.6% | +1.3% |
| 3M | +12.1% | -45.8% | +57.9% | +15.3% |
| 6M | +12.0% | +90.1% | -78.1% | +2.7% |
| YTD | +12.4% | +120.3% | -107.9% | +1.2% |
| 1Y | +22.9% | +112.2% | -89.3% | +10.7% |
| 3Y | +86.8% | +36.6% | +50.2% | +69.8% |
| 5Y | +181.0% | +67.0% | +114.0% | +147.4% |
| All | +181.0% | +67.3% | +113.8% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling