+1,855.0%
VRT vs ABBV
+343.0%
+1,512.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -17.7% | +2.8% | -20.5% | -18.0% |
| 30D | -20.0% | +7.0% | -27.0% | -20.8% |
| 3M | -28.1% | +19.2% | -47.3% | -30.1% |
| 6M | -42.8% | +47.8% | -90.6% | -47.1% |
| YTD | +20.0% | +32.5% | -12.5% | +13.3% |
| 1Y | +3.5% | +38.4% | -34.9% | -3.3% |
| 3Y | +366.1% | +134.3% | +231.8% | +273.4% |
| 5Y | +632.2% | +200.6% | +431.5% | +430.7% |
| All | +1,855.0% | +343.0% | +1,512.0% | +1,083.2% |
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