+245.8%
QCOM vs ABBV
+597.7%
-351.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.2% | +5.6% | -4.3% | -0.3% |
| 3M | +9.1% | +18.7% | -9.5% | +3.9% |
| 6M | -25.0% | +47.4% | -72.4% | -33.7% |
| YTD | +4.8% | +33.0% | -28.1% | -4.8% |
| 1Y | +3.6% | +34.9% | -31.3% | -6.4% |
| 3Y | +51.5% | +135.2% | -83.7% | +9.9% |
| 5Y | +19.7% | +202.1% | -182.3% | -23.1% |
| 10Y | +245.8% | +602.6% | -356.8% | +64.3% |
| All | +245.8% | +597.7% | -351.9% | +64.3% |
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