+230.9%
QCOM vs ABT
+221.4%
+9.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | -2.3% | +11.6% | -13.9% | -7.1% |
| 3M | +2.7% | +3.1% | -0.4% | +0.8% |
| 6M | -21.0% | +32.8% | -53.8% | -32.3% |
| YTD | +1.8% | -9.6% | +11.4% | +5.3% |
| 1Y | +2.4% | -10.4% | +12.8% | +6.3% |
| 3Y | +52.1% | +25.8% | +26.3% | +26.0% |
| 5Y | +14.6% | -3.4% | +18.1% | +10.6% |
| 10Y | +230.9% | +232.9% | -2.0% | +79.5% |
| All | +230.9% | +221.4% | +9.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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