+157.7%
ABBV vs VSXY
+37.7%
+120.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.0% |
| 7D | -4.1% | -10.7% | +6.6% | -3.8% |
| 30D | +1.2% | -24.3% | +25.4% | +2.0% |
| 3M | +12.1% | +1.0% | +11.1% | +11.9% |
| 6M | +12.0% | +57.4% | -45.3% | +9.8% |
| YTD | +12.4% | +39.8% | -27.4% | +10.4% |
| 1Y | +22.9% | +196.5% | -173.5% | +17.3% |
| 3Y | +86.8% | +357.2% | -270.5% | +71.8% |
| 5Y | +181.0% | +18.9% | +162.1% | +167.2% |
| All | +157.7% | +37.7% | +120.0% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling