+202.0%
IONQ vs ABBV
+240.2%
-38.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.1% | +22.4% | +23.4% |
| 7D | +8.6% | -1.2% | +9.8% | +8.6% |
| 30D | -21.1% | +8.0% | -29.1% | -21.1% |
| 3M | -17.9% | +20.2% | -38.1% | -18.1% |
| 6M | -37.9% | +44.0% | -81.9% | -39.3% |
| YTD | -27.3% | +31.3% | -58.6% | -28.4% |
| 1Y | -43.2% | +37.0% | -80.2% | -44.4% |
| 3Y | +191.0% | +128.0% | +63.0% | +175.1% |
| 5Y | +69.3% | +196.9% | -127.6% | +44.9% |
| All | +202.0% | +240.2% | -38.1% | +129.3% |
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