+32.5%
ABBV vs Q
+77.9%
-45.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | +1.1% |
| 7D | +1.5% | +8.4% | -6.9% | +2.0% |
| 30D | +6.7% | -1.2% | +7.9% | +6.7% |
| 3M | +19.9% | -9.3% | +29.2% | +19.5% |
| 6M | +47.5% | -15.0% | +62.5% | +46.5% |
| YTD | +32.2% | +53.5% | -21.3% | +30.3% |
| 1Y | +37.8% | +35.9% | +2.0% | +35.1% |
| All | +32.5% | +77.9% | -45.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling