+1,129.0%
ABBV vs VTV
+421.5%
+707.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -4.1% | -0.7% | -3.5% | -3.6% |
| 30D | +1.2% | -0.5% | +1.7% | +1.6% |
| 3M | +12.1% | +5.3% | +6.8% | +7.5% |
| 6M | +12.0% | +12.9% | -0.8% | +1.6% |
| YTD | +12.4% | +18.5% | -6.1% | -2.2% |
| 1Y | +22.9% | +25.3% | -2.3% | +2.3% |
| 3Y | +86.8% | +68.2% | +18.6% | +22.0% |
| 5Y | +181.0% | +80.6% | +100.4% | +70.6% |
| 10Y | +497.0% | +232.9% | +264.0% | +99.7% |
| All | +1,129.0% | +421.5% | +707.5% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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