+91.3%
ABBV vs VWO
+62.9%
+28.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +0.3% | -1.8% | +2.0% | +0.5% |
| 30D | +3.4% | -0.1% | +3.5% | +3.4% |
| 3M | +15.2% | +2.2% | +13.0% | +14.7% |
| 6M | +14.7% | +8.8% | +5.9% | +12.1% |
| YTD | +15.2% | +12.4% | +2.8% | +11.5% |
| 1Y | +20.4% | +15.6% | +4.8% | +15.5% |
| 3Y | +91.3% | +62.5% | +28.8% | +69.2% |
| All | +91.3% | +62.9% | +28.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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