+361.0%
VRT vs ABBV
+134.3%
+226.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | -17.7% | +2.8% | -20.5% | -17.2% |
| 30D | -20.0% | +7.0% | -27.0% | -18.9% |
| 3M | -28.1% | +19.2% | -47.3% | -25.9% |
| 6M | -42.8% | +47.8% | -90.6% | -40.9% |
| YTD | +20.0% | +32.5% | -12.5% | +23.7% |
| 1Y | +3.5% | +38.4% | -34.9% | +7.1% |
| All | +361.0% | +134.3% | +226.7% | +374.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling