+2,723.0%
VRT vs ABBV
+284.2%
+2,438.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.6% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | +0.9% | +4.2% | -3.2% | +0.1% |
| 3M | -13.4% | +14.8% | -28.2% | -16.1% |
| 6M | +11.7% | +10.3% | +1.4% | +8.8% |
| YTD | +73.2% | +14.9% | +58.3% | +67.3% |
| 1Y | +123.4% | +24.1% | +99.3% | +111.9% |
| 3Y | +606.2% | +91.9% | +514.2% | +488.0% |
| 5Y | +899.9% | +176.0% | +723.9% | +626.4% |
| All | +2,723.0% | +284.2% | +2,438.9% | +1,647.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling