+199.8%
ABBV vs VST
+561.4%
-361.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.6% | -9.5% | +1.2% |
| 7D | -1.2% | -9.8% | +8.6% | -1.4% |
| 30D | +8.0% | -25.1% | +33.2% | +7.7% |
| 3M | +20.2% | -11.6% | +31.8% | +20.0% |
| 6M | +44.0% | -20.9% | +64.9% | +43.7% |
| YTD | +31.3% | -22.3% | +53.6% | +31.0% |
| 1Y | +37.0% | -32.0% | +69.0% | +36.7% |
| 3Y | +128.0% | +262.4% | -134.4% | +101.6% |
| All | +199.8% | +561.4% | -361.7% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling