+30.9%
QCOM vs ABT
-6.8%
+37.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.7% | +7.0% | +4.4% |
| 30D | +7.7% | +2.5% | +5.2% | +6.8% |
| 3M | -30.1% | +20.2% | -50.2% | -34.3% |
| 6M | +22.8% | -2.9% | +25.8% | +25.8% |
| YTD | +0.2% | -11.9% | +12.1% | +6.8% |
| 1Y | +7.9% | -16.5% | +24.4% | +17.6% |
| 3Y | +55.8% | +12.1% | +43.7% | +41.2% |
| All | +30.9% | -6.8% | +37.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling