-5.9%
ABT vs BAX
+46.0%
-51.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.0% | +1.6% | +4.7% |
| 7D | +12.5% | +4.1% | +8.5% | +11.3% |
| 30D | +16.1% | +9.4% | +6.7% | +13.4% |
| 3M | +10.2% | -6.5% | +16.7% | +11.5% |
| 6M | +33.7% | +59.6% | -25.9% | +20.1% |
| YTD | -5.5% | +38.9% | -44.4% | -15.5% |
| 1Y | -5.9% | +48.0% | -53.9% | -18.2% |
| All | -5.9% | +46.0% | -51.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling