+597.0%
ABBV vs VST
+968.1%
-371.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.6% | -9.5% | +0.4% |
| 7D | -1.2% | -9.8% | +8.6% | -0.7% |
| 30D | +8.0% | -25.1% | +33.2% | +9.8% |
| 3M | +20.2% | -11.6% | +31.8% | +20.6% |
| 6M | +44.0% | -20.9% | +64.9% | +45.3% |
| YTD | +31.3% | -22.3% | +53.6% | +32.0% |
| 1Y | +37.0% | -32.0% | +69.0% | +39.1% |
| 3Y | +128.0% | +262.4% | -134.4% | +68.6% |
| 5Y | +196.9% | +563.4% | -366.5% | +91.7% |
| 10Y | +681.2% | +1,120.7% | -439.5% | +364.2% |
| All | +597.0% | +968.1% | -371.1% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling