+1,320.5%
ABBV vs QLD
+4,007.6%
-2,687.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.7% | +10.5% | +0.4% |
| 7D | -0.9% | -18.6% | +17.7% | +3.3% |
| 30D | +8.7% | -28.3% | +37.0% | +16.1% |
| 3M | +17.8% | -20.4% | +38.2% | +22.8% |
| 6M | +41.7% | -14.3% | +56.0% | +43.4% |
| YTD | +29.9% | +2.8% | +27.2% | +25.4% |
| 1Y | +37.0% | -1.2% | +38.2% | +33.1% |
| 3Y | +125.2% | +135.3% | -10.1% | +68.4% |
| 5Y | +193.8% | +62.6% | +131.2% | +128.4% |
| 10Y | +673.0% | +1,384.3% | -711.3% | +117.9% |
| All | +1,320.5% | +4,007.6% | -2,687.0% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling