+294.8%
IONQ vs ABBV
+179.0%
+115.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | -1.0% | +4.2% | -5.2% | -0.9% |
| 3M | -39.8% | +14.8% | -54.6% | -40.0% |
| 6M | +6.4% | +10.3% | -3.8% | +6.1% |
| YTD | -11.9% | +14.9% | -26.8% | -12.4% |
| 1Y | -6.2% | +24.1% | -30.3% | -7.6% |
| 3Y | +125.7% | +91.9% | +33.8% | +127.2% |
| All | +294.8% | +179.0% | +115.8% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling