+604.1%
ABBV vs QID
-99.0%
+703.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.6% |
| 7D | +1.3% | -7.1% | +8.4% | +0.1% |
| 30D | +4.7% | +12.6% | -7.9% | +7.2% |
| 3M | +18.3% | +14.2% | +4.1% | +21.5% |
| 6M | +43.4% | +6.2% | +37.2% | +45.6% |
| YTD | +33.0% | -21.8% | +54.8% | +28.0% |
| 1Y | +30.8% | -23.1% | +53.9% | +25.6% |
| 3Y | +135.1% | -71.3% | +206.4% | +90.2% |
| 5Y | +201.2% | -77.0% | +278.2% | +151.7% |
| All | +604.1% | -99.0% | +703.2% | +171.7% |
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