+187.2%
ABBV vs VTR
+90.0%
+97.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | +2.0% | +4.0% | -2.0% | +1.1% |
| 3M | +14.2% | +7.8% | +6.3% | +12.4% |
| 6M | +14.1% | +6.4% | +7.7% | +12.5% |
| YTD | +14.2% | +18.3% | -4.1% | +10.3% |
| 1Y | +24.2% | +33.9% | -9.7% | +17.1% |
| 3Y | +89.8% | +134.3% | -44.5% | +65.2% |
| 5Y | +187.2% | +90.3% | +96.9% | +154.4% |
| All | +187.2% | +90.0% | +97.2% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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