+197.1%
ABT vs DGX
+255.3%
-58.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -2.1% |
| 7D | -5.9% | -0.9% | -5.0% | -5.5% |
| 30D | -8.1% | -1.2% | -6.9% | -7.6% |
| 3M | +14.5% | +15.8% | -1.2% | +7.7% |
| 6M | -6.3% | +18.2% | -24.5% | -12.8% |
| YTD | -17.1% | +37.2% | -54.3% | -27.6% |
| 1Y | -21.4% | +30.4% | -51.7% | -30.0% |
| 3Y | +5.9% | +96.7% | -90.8% | -21.9% |
| 5Y | -12.8% | +67.2% | -79.9% | -31.8% |
| All | +197.1% | +255.3% | -58.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling