+187.4%
ABBV vs QSR
+40.5%
+146.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +0.3% | -4.0% | +4.3% | +1.1% |
| 30D | +3.4% | +2.8% | +0.6% | +2.8% |
| 3M | +15.2% | +5.1% | +10.1% | +14.0% |
| 6M | +14.7% | +8.8% | +5.9% | +12.6% |
| YTD | +15.2% | +14.8% | +0.4% | +11.7% |
| 1Y | +20.4% | +25.7% | -5.3% | +14.4% |
| 3Y | +91.3% | +27.5% | +63.8% | +80.2% |
| All | +187.4% | +40.5% | +146.9% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling