+1,024.4%
VRT vs ABBV
+176.6%
+847.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.6% |
| 7D | +13.6% | -4.3% | +17.9% | +13.6% |
| 30D | +6.8% | +1.1% | +5.7% | +6.7% |
| 3M | -3.2% | +12.3% | -15.5% | -4.1% |
| 6M | +20.3% | +9.8% | +10.6% | +19.2% |
| YTD | +79.6% | +11.5% | +68.1% | +77.8% |
| 1Y | +139.0% | +22.3% | +116.7% | +135.4% |
| 3Y | +644.6% | +85.2% | +559.4% | +594.8% |
| 5Y | +1,024.4% | +170.8% | +853.5% | +806.4% |
| All | +1,024.4% | +176.6% | +847.8% | +806.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling