+114.0%
VZ vs ABBV
+1,353.7%
-1,239.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +10.6% | +6.7% | +3.8% | +9.1% |
| 3M | -0.6% | +19.9% | -20.5% | -4.2% |
| 6M | +0.7% | +47.5% | -46.7% | -6.9% |
| YTD | +20.6% | +32.2% | -11.6% | +13.6% |
| 1Y | +22.7% | +37.8% | -15.1% | +14.6% |
| 3Y | +57.2% | +134.8% | -77.5% | +31.0% |
| 5Y | +21.4% | +203.0% | -181.6% | -4.5% |
| 10Y | +65.5% | +603.7% | -538.2% | +10.4% |
| All | +114.0% | +1,353.7% | -1,239.8% | +28.9% |
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