+604.1%
ABBV vs QLD
+1,468.8%
-864.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +1.3% | +7.0% | -5.7% | +0.1% |
| 30D | +4.7% | -14.3% | +19.0% | +7.1% |
| 3M | +18.3% | -16.0% | +34.3% | +21.2% |
| 6M | +43.4% | -14.2% | +57.6% | +45.0% |
| YTD | +33.0% | +12.8% | +20.2% | +27.0% |
| 1Y | +30.8% | +14.1% | +16.7% | +24.5% |
| 3Y | +135.1% | +146.0% | -10.8% | +83.5% |
| 5Y | +201.2% | +82.0% | +119.2% | +140.8% |
| All | +604.1% | +1,468.8% | -864.7% | +163.0% |
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