+504.9%
ABBV vs VYM
+209.2%
+295.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.9% |
| 30D | +3.4% | -2.2% | +5.6% | +5.2% |
| 3M | +15.2% | +3.1% | +12.1% | +12.5% |
| 6M | +14.7% | +9.7% | +5.0% | +6.8% |
| YTD | +15.2% | +14.9% | +0.3% | +3.2% |
| 1Y | +20.4% | +17.6% | +2.8% | +5.9% |
| 3Y | +91.3% | +65.3% | +26.0% | +28.8% |
| 5Y | +189.6% | +78.7% | +110.8% | +80.6% |
| All | +504.9% | +209.2% | +295.7% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling