+202.1%
ABBV vs VSH
+54.3%
+147.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | +0.1% |
| 7D | +0.1% | +12.8% | -12.7% | -0.4% |
| 30D | +5.6% | -9.0% | +14.6% | +5.7% |
| 3M | +18.7% | -12.2% | +30.9% | +18.8% |
| 6M | +47.4% | -15.9% | +63.3% | +44.7% |
| YTD | +33.0% | +103.2% | -70.3% | +19.9% |
| 1Y | +34.9% | +108.4% | -73.5% | +21.3% |
| 3Y | +135.2% | +41.6% | +93.6% | +111.9% |
| 5Y | +202.1% | +54.6% | +147.5% | +165.7% |
| All | +202.1% | +54.3% | +147.8% | +165.7% |
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