-13.3%
QCOM vs ABBV
+43.2%
-56.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +6.1% |
| 7D | +0.4% | -1.2% | +1.6% | -0.7% |
| 30D | -6.6% | +8.0% | -14.6% | -1.6% |
| 3M | +3.7% | +20.2% | -16.5% | +18.7% |
| 6M | -13.3% | +44.0% | -57.3% | +21.3% |
| All | -13.3% | +43.2% | -56.5% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling