-100.0%
SQQQ vs ABBV
+1,166.6%
-1,266.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -1.9% |
| 7D | +1.8% | +0.3% | +1.5% | +2.0% |
| 30D | +4.2% | +3.4% | +0.8% | +6.8% |
| 3M | -3.3% | +15.2% | -18.5% | +6.8% |
| 6M | -43.6% | +14.7% | -58.3% | -37.9% |
| YTD | -41.9% | +15.2% | -57.1% | -35.7% |
| 1Y | -50.6% | +20.4% | -71.0% | -43.3% |
| 3Y | -89.3% | +91.3% | -180.6% | -80.2% |
| 5Y | -94.8% | +189.6% | -284.4% | -84.6% |
| 10Y | -100.0% | +511.7% | -611.7% | -99.7% |
| All | -100.0% | +1,166.6% | -1,266.6% | -99.9% |
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