+499.8%
ABBV vs QSR
+206.0%
+293.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -4.1% | -2.4% | -1.8% | -3.6% |
| 30D | +1.2% | +5.7% | -4.5% | -0.2% |
| 3M | +12.1% | +6.9% | +5.2% | +10.1% |
| 6M | +12.0% | +6.9% | +5.2% | +9.9% |
| YTD | +12.4% | +14.9% | -2.5% | +8.0% |
| 1Y | +22.9% | +29.1% | -6.2% | +14.5% |
| 3Y | +86.8% | +26.1% | +60.6% | +73.2% |
| 5Y | +181.0% | +42.3% | +138.7% | +149.7% |
| 10Y | +497.0% | +134.0% | +363.0% | +337.5% |
| All | +499.8% | +206.0% | +293.9% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling