+2,545.5%
VRT vs ABBV
+275.9%
+2,269.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -9.7% |
| 7D | +2.4% | -4.1% | +6.5% | +3.0% |
| 30D | -2.7% | +1.2% | -3.9% | -3.0% |
| 3M | -9.2% | +12.1% | -21.3% | -11.7% |
| 6M | -0.5% | +12.0% | -12.5% | -3.5% |
| YTD | +62.3% | +12.4% | +49.9% | +57.2% |
| 1Y | +109.6% | +22.9% | +86.6% | +98.8% |
| 3Y | +573.1% | +86.8% | +486.3% | +463.0% |
| 5Y | +953.6% | +181.0% | +772.6% | +657.9% |
| All | +2,545.5% | +275.9% | +2,269.7% | +1,542.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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