-11.6%
ABT vs CAH
+392.8%
-404.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -5.0% | -5.1% | +0.1% | -3.6% |
| 30D | -5.8% | -1.8% | -4.0% | -5.4% |
| 3M | +16.7% | +9.4% | +7.4% | +13.9% |
| 6M | -5.2% | +9.2% | -14.5% | -7.7% |
| YTD | -16.0% | +15.7% | -31.6% | -19.5% |
| 1Y | -18.3% | +59.7% | -78.0% | -28.5% |
| 3Y | +9.2% | +178.5% | -169.2% | -19.7% |
| 5Y | -11.6% | +398.3% | -409.8% | -48.6% |
| All | -11.6% | +392.8% | -404.4% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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