+274.7%
IONQ vs ABBV
+188.7%
+86.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.5% |
| 7D | +7.1% | -4.3% | +11.4% | +7.2% |
| 30D | -8.9% | +1.1% | -10.0% | -8.9% |
| 3M | -35.6% | +12.3% | -47.9% | -36.3% |
| 6M | +13.3% | +9.8% | +3.5% | +12.1% |
| YTD | -9.8% | +11.5% | -21.3% | -10.9% |
| 1Y | -1.3% | +22.3% | -23.6% | -4.2% |
| 3Y | +109.3% | +85.2% | +24.1% | +98.6% |
| 5Y | +304.7% | +170.8% | +133.9% | +235.1% |
| All | +274.7% | +188.7% | +86.0% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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