+2.3%
QCOM vs ABBV
+43.0%
-40.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +6.0% |
| 7D | -5.3% | +3.1% | -8.4% | -4.8% |
| 30D | -4.2% | +11.6% | -15.8% | -1.9% |
| 3M | +7.0% | +21.7% | -14.6% | +11.6% |
| 6M | +3.8% | +43.5% | -39.7% | +8.6% |
| YTD | +2.8% | +32.9% | -30.1% | +7.3% |
| 1Y | +2.3% | +40.7% | -38.4% | +4.7% |
| All | +2.3% | +43.0% | -40.7% | +4.7% |
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 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