+227.2%
IONQ vs ABBV
+242.5%
-15.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.3% |
| 7D | +25.5% | +1.5% | +23.9% | +25.4% |
| 30D | -11.4% | +6.7% | -18.1% | -11.4% |
| 3M | -20.5% | +19.9% | -40.4% | -20.7% |
| 6M | -28.2% | +47.5% | -75.7% | -29.9% |
| YTD | -21.2% | +32.2% | -53.4% | -22.4% |
| 1Y | -40.4% | +37.8% | -78.2% | -41.6% |
| 3Y | +214.7% | +134.8% | +79.9% | +197.2% |
| 5Y | +56.9% | +203.0% | -146.1% | +33.5% |
| All | +227.2% | +242.5% | -15.3% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling