+86.7%
ABBV vs QS
-25.4%
+112.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.6% | +7.5% | +0.9% |
| 7D | -4.1% | -4.2% | +0.1% | -4.1% |
| 30D | +1.2% | -15.7% | +16.9% | +1.3% |
| 3M | +12.1% | -28.7% | +40.8% | +12.4% |
| 6M | +12.0% | -23.2% | +35.3% | +12.0% |
| YTD | +12.4% | -49.9% | +62.3% | +13.1% |
| 1Y | +22.9% | -38.8% | +61.7% | +22.5% |
| All | +86.7% | -25.4% | +112.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling