+197.1%
ABT vs BAX
-38.1%
+235.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -5.9% | -7.9% | +2.0% | -2.9% |
| 30D | -8.1% | -11.7% | +3.6% | -3.6% |
| 3M | +14.5% | +16.2% | -1.7% | +7.2% |
| 6M | -6.3% | +32.0% | -38.3% | -17.1% |
| YTD | -17.1% | +24.7% | -41.8% | -26.2% |
| 1Y | -21.4% | -2.6% | -18.7% | -23.1% |
| 3Y | +5.9% | -35.0% | +40.9% | +18.3% |
| 5Y | -12.8% | -67.6% | +54.8% | +40.5% |
| All | +197.1% | -38.1% | +235.3% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling