+1,129.0%
ABBV vs VYM
+386.2%
+742.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -4.1% | -1.0% | -3.2% | -3.3% |
| 30D | +1.2% | -2.0% | +3.2% | +2.9% |
| 3M | +12.1% | +3.1% | +9.0% | +9.3% |
| 6M | +12.0% | +8.9% | +3.1% | +4.3% |
| YTD | +12.4% | +14.7% | -2.3% | 0.0% |
| 1Y | +22.9% | +19.4% | +3.5% | +5.7% |
| 3Y | +86.8% | +65.4% | +21.4% | +21.3% |
| 5Y | +181.0% | +77.6% | +103.5% | +68.8% |
| 10Y | +497.0% | +207.8% | +289.2% | +103.1% |
| All | +1,129.0% | +386.2% | +742.8% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling