+19.7%
QCOM vs ABT
-7.4%
+27.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +13.0% | -5.6% | +18.6% | +14.7% |
| 30D | +0.2% | +5.2% | -5.0% | -1.4% |
| 3M | +9.2% | -2.7% | +11.9% | +9.8% |
| 6M | -15.0% | +28.8% | -43.8% | -22.8% |
| YTD | +5.2% | -12.3% | +17.5% | +12.3% |
| 1Y | +2.4% | -14.7% | +17.0% | +10.6% |
| 3Y | +52.0% | +21.6% | +30.4% | +28.4% |
| 5Y | +19.7% | -7.8% | +27.5% | +23.4% |
| All | +19.7% | -7.4% | +27.1% | +23.4% |
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