+85.2%
ABBV vs VUG
+88.1%
-2.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -4.3% | +0.9% | -5.2% | -4.4% |
| 30D | +1.1% | -1.4% | +2.5% | +1.2% |
| 3M | +12.3% | +2.3% | +10.0% | +12.1% |
| 6M | +9.8% | +15.7% | -5.9% | +7.5% |
| YTD | +11.5% | +8.6% | +2.8% | +10.1% |
| 1Y | +22.3% | +14.1% | +8.2% | +19.7% |
| 3Y | +85.2% | +87.9% | -2.7% | +62.6% |
| All | +85.2% | +88.1% | -2.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling