+499.9%
ABBV vs QID
-99.1%
+599.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +2.0% |
| 7D | -2.0% | +2.7% | -4.7% | -1.5% |
| 30D | +2.0% | +3.3% | -1.4% | +2.6% |
| 3M | +14.2% | -5.5% | +19.7% | +13.1% |
| 6M | +14.1% | -28.4% | +42.5% | +7.5% |
| YTD | +14.2% | -26.6% | +40.8% | +8.4% |
| 1Y | +24.2% | -34.1% | +58.4% | +15.6% |
| 3Y | +89.8% | -73.7% | +163.5% | +50.6% |
| 5Y | +187.2% | -80.7% | +267.8% | +128.6% |
| All | +499.9% | -99.1% | +599.0% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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