+5.9%
ABT vs DGX
+96.4%
-90.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.9% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -8.1% | -1.2% | -6.9% | -7.7% |
| 3M | +14.5% | +15.8% | -1.2% | +8.9% |
| 6M | -6.3% | +18.2% | -24.5% | -11.6% |
| YTD | -17.1% | +37.2% | -54.3% | -25.6% |
| 1Y | -21.4% | +30.4% | -51.7% | -28.3% |
| 3Y | +5.9% | +96.7% | -90.8% | -15.4% |
| All | +5.9% | +96.4% | -90.5% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling