-43.2%
IONQ vs ABBV
+39.0%
-82.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.1% | +22.4% | +23.8% |
| 7D | +8.6% | -1.2% | +9.8% | +7.9% |
| 30D | -21.1% | +8.0% | -29.1% | -18.3% |
| 3M | -17.9% | +20.2% | -38.1% | -11.0% |
| 6M | -37.9% | +44.0% | -81.9% | -31.4% |
| YTD | -27.3% | +31.3% | -58.6% | -21.8% |
| 1Y | -43.2% | +37.0% | -80.2% | -37.6% |
| All | -43.2% | +39.0% | -82.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling