+233.7%
ABBV vs QS
-47.4%
+281.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -2.0% | -5.0% | +3.0% | -2.0% |
| 30D | +2.0% | -18.3% | +20.3% | +2.1% |
| 3M | +14.2% | -26.0% | +40.2% | +14.4% |
| 6M | +14.1% | -24.0% | +38.1% | +14.2% |
| YTD | +14.2% | -50.3% | +64.5% | +14.9% |
| 1Y | +24.2% | -38.0% | +62.2% | +24.2% |
| 3Y | +89.8% | -24.6% | +114.4% | +87.5% |
| 5Y | +187.2% | -75.4% | +262.6% | +184.5% |
| All | +233.7% | -47.4% | +281.1% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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