+235.6%
ABBV vs QS
-44.4%
+280.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +0.4% | -2.3% | +2.7% | +0.4% |
| 30D | +4.2% | -0.7% | +4.9% | +4.2% |
| 3M | +14.8% | -39.6% | +54.5% | +15.4% |
| 6M | +10.3% | -21.7% | +32.0% | +10.3% |
| YTD | +14.9% | -47.4% | +62.3% | +15.5% |
| 1Y | +24.1% | -28.4% | +52.5% | +23.9% |
| 3Y | +91.9% | -22.6% | +114.5% | +89.6% |
| 5Y | +176.0% | -75.6% | +251.6% | +173.5% |
| All | +235.6% | -44.4% | +280.0% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling