+14.5%
ABBV vs Q
+75.4%
-60.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.5% |
| 7D | -2.0% | +4.1% | -6.1% | -1.8% |
| 30D | +2.0% | -10.7% | +12.7% | +1.4% |
| 3M | +14.2% | -11.7% | +25.9% | +13.3% |
| 6M | +14.1% | +8.3% | +5.7% | +12.6% |
| YTD | +14.2% | +51.3% | -37.1% | +12.5% |
| All | +14.5% | +75.4% | -60.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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