+1,129.0%
ABBV vs VWO
+97.2%
+1,031.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +1.2% | +0.9% | +0.3% | +0.8% |
| 3M | +12.1% | +4.3% | +7.8% | +9.8% |
| 6M | +12.0% | +10.5% | +1.5% | +6.7% |
| YTD | +12.4% | +13.4% | -1.0% | +5.7% |
| 1Y | +22.9% | +18.6% | +4.4% | +13.3% |
| 3Y | +86.8% | +65.8% | +21.0% | +47.2% |
| 5Y | +181.0% | +35.2% | +145.8% | +140.2% |
| 10Y | +497.0% | +116.6% | +380.3% | +290.7% |
| All | +1,129.0% | +97.2% | +1,031.8% | +734.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling