+48.4%
QCOM vs ABBV
+135.2%
-86.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +4.3% | +1.3% | +3.0% | +4.2% |
| 30D | -0.1% | +4.7% | -4.8% | -0.1% |
| 3M | +5.2% | +18.3% | -13.1% | +5.1% |
| 6M | -18.4% | +43.4% | -61.7% | -19.7% |
| YTD | +2.4% | +33.0% | -30.6% | +1.3% |
| 1Y | +0.9% | +30.8% | -29.9% | 0.0% |
| 3Y | +48.4% | +135.1% | -86.7% | +49.1% |
| All | +48.4% | +135.2% | -86.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling