+590.1%
ABBV vs VST
+1,174.0%
-583.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | +2.8% | -6.0% | +8.8% | +3.0% |
| 30D | +7.0% | -18.8% | +25.7% | +8.2% |
| 3M | +19.2% | -8.0% | +27.3% | +19.4% |
| 6M | +47.8% | -10.9% | +58.7% | +47.8% |
| YTD | +32.5% | -18.3% | +50.8% | +32.7% |
| 1Y | +38.4% | -29.9% | +68.3% | +40.3% |
| 3Y | +134.3% | +290.3% | -156.0% | +70.9% |
| 5Y | +200.6% | +635.3% | -434.7% | +89.4% |
| 10Y | +590.1% | +1,162.4% | -572.2% | +284.2% |
| All | +590.1% | +1,174.0% | -583.9% | +284.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling