+488.1%
ABT vs COPX
+200.8%
+287.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -4.7% | +6.0% | -10.7% | -5.8% |
| 30D | -3.1% | +6.4% | -9.6% | -4.3% |
| 3M | +16.1% | +19.3% | -3.1% | +11.6% |
| 6M | -5.3% | +16.2% | -21.6% | -9.3% |
| YTD | -14.4% | +33.2% | -47.6% | -20.8% |
| 1Y | -18.4% | +90.2% | -108.6% | -30.1% |
| 3Y | +11.2% | +175.7% | -164.5% | -14.3% |
| 5Y | -9.4% | +193.1% | -202.5% | -32.8% |
| 10Y | +209.7% | +619.4% | -409.7% | +74.6% |
| All | +488.1% | +200.8% | +287.3% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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