+50,186.6%
QCOM vs ABT
+3,641.6%
+46,545.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -3.7% | +7.0% | +4.6% |
| 30D | +7.7% | +2.5% | +5.2% | +6.7% |
| 3M | -30.1% | +20.2% | -50.2% | -35.0% |
| 6M | +22.8% | -2.9% | +25.8% | +22.3% |
| YTD | +0.2% | -11.9% | +12.1% | +3.0% |
| 1Y | +7.9% | -16.5% | +24.4% | +12.8% |
| 3Y | +55.8% | +12.1% | +43.7% | +44.0% |
| 5Y | +30.1% | -7.4% | +37.5% | +28.9% |
| 10Y | +248.9% | +210.7% | +38.2% | +130.2% |
| All | +50,186.6% | +3,641.6% | +46,545.0% | +19,437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling