+604.1%
ABBV vs VST
+1,139.0%
-534.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +1.3% | +6.6% | -5.3% | +0.8% |
| 30D | +4.7% | -12.4% | +17.1% | +5.4% |
| 3M | +18.3% | -9.0% | +27.3% | +18.6% |
| 6M | +43.4% | -6.4% | +49.8% | +42.9% |
| YTD | +33.0% | -17.2% | +50.2% | +33.1% |
| 1Y | +30.8% | -22.0% | +52.8% | +31.5% |
| 3Y | +135.1% | +296.7% | -161.5% | +71.0% |
| 5Y | +201.2% | +637.6% | -436.3% | +89.7% |
| All | +604.1% | +1,139.0% | -534.9% | +286.3% |
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