+1,156.2%
ABBV vs VSH
+267.0%
+889.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.9% | -2.1% |
| 7D | +0.4% | +4.1% | -3.7% | -0.2% |
| 30D | +4.2% | -4.2% | +8.3% | +4.5% |
| 3M | +14.8% | -50.0% | +64.8% | +25.3% |
| 6M | +10.3% | +80.2% | -69.9% | -5.6% |
| YTD | +14.9% | +121.1% | -106.2% | -5.9% |
| 1Y | +24.1% | +112.0% | -87.9% | +1.7% |
| 3Y | +91.9% | +22.5% | +69.4% | +69.8% |
| 5Y | +176.0% | +64.0% | +112.0% | +122.4% |
| 10Y | +502.9% | +170.4% | +332.6% | +294.0% |
| All | +1,156.2% | +267.0% | +889.2% | +656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling