+1,814.1%
ABT vs DGX
+8,794.8%
-6,980.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | -2.2% | -2.5% | -4.2% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +16.1% | +15.6% | +0.6% | +12.1% |
| 6M | -5.3% | +17.8% | -23.1% | -9.2% |
| YTD | -14.4% | +37.5% | -51.9% | -21.0% |
| 1Y | -18.4% | +31.2% | -49.6% | -23.9% |
| 3Y | +11.2% | +96.6% | -85.4% | -6.5% |
| 5Y | -9.4% | +64.9% | -74.3% | -20.8% |
| 10Y | +209.7% | +254.6% | -44.8% | +125.8% |
| All | +1,814.1% | +8,794.8% | -6,980.6% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling