+602.8%
ABBV vs VUG
+402.9%
+199.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | +4.4% | -2.2% | +0.5% |
| 30D | +8.0% | -7.3% | +15.3% | +10.9% |
| 3M | +19.1% | -4.2% | +23.3% | +20.7% |
| 6M | +43.5% | -1.6% | +45.1% | +43.2% |
| YTD | +32.7% | +4.9% | +27.8% | +28.7% |
| 1Y | +30.0% | +3.8% | +26.2% | +26.6% |
| 3Y | +134.7% | +79.4% | +55.3% | +75.1% |
| 5Y | +200.6% | +63.9% | +136.7% | +132.8% |
| All | +602.8% | +402.9% | +199.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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