+1,156.2%
ABBV vs VUG
+728.5%
+427.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +4.2% | -0.3% | +4.5% | +4.3% |
| 3M | +14.8% | -0.7% | +15.5% | +14.5% |
| 6M | +10.3% | +14.6% | -4.4% | +2.2% |
| YTD | +14.9% | +9.0% | +5.9% | +9.0% |
| 1Y | +24.1% | +14.9% | +9.3% | +14.4% |
| 3Y | +91.9% | +86.0% | +5.9% | +32.4% |
| 5Y | +176.0% | +76.7% | +99.3% | +90.9% |
| 10Y | +502.9% | +411.3% | +91.6% | +52.3% |
| All | +1,156.2% | +728.5% | +427.7% | +93.5% |
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