+1,354.0%
ABBV vs VUG
+689.7%
+664.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +1.3% | +2.5% | -1.2% | +0.1% |
| 30D | +4.7% | -6.3% | +11.0% | +7.7% |
| 3M | +18.3% | -6.0% | +24.4% | +21.3% |
| 6M | +43.4% | -3.5% | +46.9% | +44.3% |
| YTD | +33.0% | +3.9% | +29.1% | +28.6% |
| 1Y | +30.8% | +5.1% | +25.7% | +25.7% |
| 3Y | +135.1% | +77.9% | +57.3% | +65.2% |
| 5Y | +201.2% | +62.4% | +138.8% | +118.9% |
| 10Y | +602.7% | +399.4% | +203.3% | +76.4% |
| All | +1,354.0% | +689.7% | +664.3% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling