+40.7%
ABBV vs VST
-35.7%
+76.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.8% | +16.9% | +1.8% |
| 7D | +3.1% | -15.7% | +18.8% | +1.7% |
| 30D | +11.6% | -17.0% | +28.6% | +10.1% |
| 3M | +21.7% | -15.9% | +37.6% | +20.1% |
| 6M | +43.5% | -25.0% | +68.5% | +41.0% |
| YTD | +32.9% | -25.1% | +58.0% | +30.3% |
| 1Y | +40.7% | -34.9% | +75.5% | +34.4% |
| All | +40.7% | -35.7% | +76.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling