+504.9%
ABBV vs QSR
+135.2%
+369.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +0.3% | -4.0% | +4.3% | +1.2% |
| 30D | +3.4% | +2.8% | +0.6% | +2.7% |
| 3M | +15.2% | +5.1% | +10.1% | +13.8% |
| 6M | +14.7% | +8.8% | +5.9% | +12.2% |
| YTD | +15.2% | +14.8% | +0.4% | +11.0% |
| 1Y | +20.4% | +25.7% | -5.3% | +13.3% |
| 3Y | +91.3% | +27.5% | +63.8% | +77.8% |
| 5Y | +189.6% | +41.3% | +148.3% | +159.8% |
| All | +504.9% | +135.2% | +369.7% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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