+164.0%
ABBV vs VSXY
+37.5%
+126.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.7% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +3.4% | -18.7% | +22.0% | +3.9% |
| 3M | +15.2% | -4.0% | +19.2% | +15.2% |
| 6M | +14.7% | +67.5% | -52.8% | +12.2% |
| YTD | +15.2% | +39.7% | -24.5% | +13.1% |
| 1Y | +20.4% | +180.0% | -159.6% | +15.1% |
| 3Y | +91.3% | +337.3% | -245.9% | +76.4% |
| 5Y | +189.6% | +22.7% | +166.9% | +175.2% |
| All | +164.0% | +37.5% | +126.5% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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