+70.6%
VZ vs ABBV
+600.4%
-529.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.4% | +2.8% | -0.4% | +1.8% |
| 30D | +11.2% | +7.0% | +4.2% | +9.6% |
| 3M | 0.0% | +19.2% | -19.2% | -3.8% |
| 6M | +1.3% | +47.8% | -46.5% | -7.1% |
| YTD | +21.3% | +32.5% | -11.2% | +13.6% |
| 1Y | +23.9% | +38.4% | -14.5% | +14.9% |
| 3Y | +57.7% | +134.3% | -76.6% | +28.9% |
| 5Y | +21.2% | +200.6% | -179.4% | -7.2% |
| 10Y | +70.6% | +590.1% | -519.6% | +21.8% |
| All | +70.6% | +600.4% | -529.9% | +21.8% |
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 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