-11.3%
ABT vs BKR
+172.8%
-184.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.9% | -7.0% | +1.1% | -5.5% |
| 30D | -8.1% | -8.1% | 0.0% | -7.6% |
| 3M | +14.5% | -6.6% | +21.2% | +15.0% |
| 6M | -6.3% | +0.9% | -7.1% | -6.5% |
| YTD | -17.1% | +31.1% | -48.2% | -19.0% |
| 1Y | -21.4% | +27.7% | -49.1% | -23.1% |
| 3Y | +5.9% | +71.2% | -65.3% | +0.5% |
| All | -11.3% | +172.8% | -184.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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