+6,695.8%
ABT vs BAX
+899.7%
+5,796.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +6.0% | +4.1% | +2.0% | +4.0% |
| 3M | -1.9% | -4.5% | +2.7% | -0.5% |
| 6M | +31.2% | +49.2% | -18.1% | +10.6% |
| YTD | -11.2% | +35.2% | -46.5% | -23.7% |
| 1Y | -14.0% | +38.3% | -52.2% | -26.8% |
| 3Y | +20.7% | -19.0% | +39.7% | +20.9% |
| 5Y | -6.7% | -64.2% | +57.5% | +28.5% |
| 10Y | +226.3% | -35.7% | +262.0% | +252.6% |
| All | +6,695.8% | +899.7% | +5,796.2% | +1,839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling