+30.9%
QCOM vs ABBV
+179.0%
-148.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.3% |
| 30D | +7.7% | +4.2% | +3.5% | +7.3% |
| 3M | -30.1% | +14.8% | -44.9% | -31.3% |
| 6M | +22.8% | +10.3% | +12.6% | +21.3% |
| YTD | +0.2% | +14.9% | -14.7% | -1.8% |
| 1Y | +7.9% | +24.1% | -16.3% | +4.1% |
| 3Y | +55.8% | +91.9% | -36.1% | +39.3% |
| All | +30.9% | +179.0% | -148.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling