+150.0%
IONQ vs ABBV
+135.2%
+14.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.4% |
| 7D | -11.5% | +1.3% | -12.7% | -11.5% |
| 30D | -8.1% | +4.7% | -12.8% | -8.0% |
| 3M | -35.8% | +18.3% | -54.1% | -35.7% |
| 6M | -47.7% | +43.4% | -91.1% | -49.0% |
| YTD | -35.6% | +33.0% | -68.6% | -36.7% |
| 1Y | -36.4% | +30.8% | -67.2% | -37.3% |
| 3Y | +150.0% | +135.1% | +14.9% | +184.7% |
| All | +150.0% | +135.2% | +14.8% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling