-9.4%
ABT vs BAX
-67.6%
+58.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -4.7% | -5.1% | +0.4% | -3.4% |
| 30D | -3.1% | -12.2% | +9.0% | +0.3% |
| 3M | +16.1% | +21.8% | -5.7% | +9.6% |
| 6M | -5.3% | +36.3% | -41.6% | -13.6% |
| YTD | -14.4% | +27.8% | -42.3% | -21.4% |
| 1Y | -18.4% | -0.1% | -18.4% | -20.0% |
| 3Y | +11.2% | -33.3% | +44.5% | +20.2% |
| 5Y | -9.4% | -67.1% | +57.7% | +31.0% |
| All | -9.4% | -67.6% | +58.2% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling