+263.7%
QCOM vs ABBV
+486.4%
-222.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.2% | +4.0% |
| 7D | +5.1% | -4.3% | +9.4% | +6.3% |
| 30D | +4.3% | +1.1% | +3.2% | +3.8% |
| 3M | -19.6% | +12.3% | -31.9% | -22.9% |
| 6M | +29.5% | +9.8% | +19.7% | +24.6% |
| YTD | +3.4% | +11.5% | -8.1% | -1.3% |
| 1Y | +10.9% | +22.3% | -11.4% | +2.3% |
| 3Y | +74.8% | +85.2% | -10.4% | +37.0% |
| 5Y | +36.2% | +170.8% | -134.7% | -9.9% |
| 10Y | +263.7% | +485.4% | -221.7% | +89.4% |
| All | +263.7% | +486.4% | -222.6% | +89.4% |
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