+6,333.1%
ABT vs BKR
+528.0%
+5,805.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -1.0% |
| 7D | -5.0% | -6.7% | +1.7% | -4.2% |
| 30D | -5.8% | -8.3% | +2.6% | -4.9% |
| 3M | +16.7% | -5.4% | +22.1% | +17.3% |
| 6M | -5.2% | +0.8% | -6.1% | -5.7% |
| YTD | -16.0% | +31.8% | -47.8% | -19.1% |
| 1Y | -18.3% | +28.6% | -46.8% | -21.2% |
| 3Y | +9.2% | +71.2% | -62.0% | +0.6% |
| 5Y | -11.6% | +179.2% | -190.8% | -24.5% |
| 10Y | +204.2% | +124.0% | +80.3% | +152.1% |
| All | +6,333.1% | +528.0% | +5,805.1% | +3,913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling