+1,129.0%
ABBV vs VTRS
-25.8%
+1,154.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -4.1% | -3.5% | -0.7% | -3.4% |
| 30D | +1.2% | +2.1% | -0.9% | +0.7% |
| 3M | +12.1% | +2.6% | +9.5% | +11.3% |
| 6M | +12.0% | +17.8% | -5.7% | +7.6% |
| YTD | +12.4% | +35.7% | -23.2% | +4.2% |
| 1Y | +22.9% | +63.5% | -40.6% | +8.9% |
| 3Y | +86.8% | +85.1% | +1.6% | +57.5% |
| 5Y | +181.0% | +42.5% | +138.5% | +145.0% |
| 10Y | +497.0% | -48.2% | +545.2% | +522.2% |
| All | +1,129.0% | -25.8% | +1,154.8% | +886.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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