+187.4%
ABBV vs QS
-74.9%
+262.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +0.3% | -3.6% | +3.9% | +0.3% |
| 30D | +3.4% | -17.2% | +20.6% | +3.6% |
| 3M | +15.2% | -27.0% | +42.2% | +15.5% |
| 6M | +14.7% | -24.6% | +39.2% | +14.8% |
| YTD | +15.2% | -49.3% | +64.5% | +16.0% |
| 1Y | +20.4% | -40.3% | +60.7% | +20.4% |
| 3Y | +91.3% | -23.8% | +115.2% | +87.6% |
| All | +187.4% | -74.9% | +262.3% | +176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling