+216.5%
QCOM vs ABBV
+670.6%
-454.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +5.2% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | -6.6% | +8.0% | -14.6% | -8.6% |
| 3M | +3.7% | +20.2% | -16.5% | -1.6% |
| 6M | -13.3% | +44.0% | -57.3% | -22.8% |
| YTD | -1.8% | +31.3% | -33.1% | -10.4% |
| 1Y | -2.5% | +37.0% | -39.5% | -12.3% |
| 3Y | +47.0% | +128.0% | -81.0% | +8.3% |
| 5Y | +13.1% | +196.9% | -183.8% | -26.5% |
| All | +216.5% | +670.6% | -454.2% | +59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling