+149.8%
QQQM vs ABBV
+265.3%
-115.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | -1.4% | +2.0% | -3.3% | -1.6% |
| 3M | +2.2% | +14.2% | -12.0% | +0.3% |
| 6M | +16.9% | +14.1% | +2.8% | +14.6% |
| YTD | +15.7% | +14.2% | +1.4% | +13.3% |
| 1Y | +22.7% | +24.2% | -1.5% | +18.2% |
| 3Y | +93.9% | +89.8% | +4.1% | +71.7% |
| 5Y | +94.6% | +187.2% | -92.6% | +57.2% |
| All | +149.8% | +265.3% | -115.5% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling