+128.0%
ABBV vs QLD
+140.3%
-12.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +1.0% |
| 7D | -1.2% | -10.3% | +9.1% | -1.0% |
| 30D | +8.0% | -26.1% | +34.1% | +8.6% |
| 3M | +20.2% | -17.8% | +37.9% | +20.5% |
| 6M | +44.0% | -15.6% | +59.5% | +43.6% |
| YTD | +31.3% | +5.4% | +25.9% | +28.6% |
| 1Y | +37.0% | +5.2% | +31.7% | +34.2% |
| 3Y | +128.0% | +139.4% | -11.5% | +105.2% |
| All | +128.0% | +140.3% | -12.4% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling