+590.1%
ABBV vs QLD
+1,387.1%
-797.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +2.8% | -3.8% | +6.5% | +3.3% |
| 30D | +7.0% | -20.5% | +27.5% | +10.8% |
| 3M | +19.2% | -14.6% | +33.9% | +21.8% |
| 6M | +47.8% | -14.7% | +62.4% | +49.5% |
| YTD | +32.5% | +11.2% | +21.3% | +26.8% |
| 1Y | +38.4% | +7.1% | +31.3% | +33.3% |
| 3Y | +134.3% | +141.1% | -6.8% | +83.6% |
| 5Y | +200.6% | +84.3% | +116.4% | +139.0% |
| 10Y | +590.1% | +1,450.1% | -859.9% | +159.2% |
| All | +590.1% | +1,387.1% | -797.0% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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