+134.7%
ABBV vs QID
-72.1%
+206.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.2% | -11.8% | +14.0% | +1.9% |
| 30D | +8.0% | +14.2% | -6.2% | +8.2% |
| 3M | +19.1% | +8.8% | +10.3% | +19.2% |
| 6M | +43.5% | +1.5% | +42.0% | +43.4% |
| YTD | +32.7% | -23.8% | +56.5% | +30.1% |
| 1Y | +30.0% | -22.0% | +52.0% | +27.7% |
| All | +134.7% | -72.1% | +206.8% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling