-9.9%
ABT vs EIX
+28.1%
-38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -3.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -2.1% | -13.5% | +11.4% | -0.2% |
| 3M | +17.4% | -15.3% | +32.7% | +20.1% |
| 6M | -2.4% | -15.3% | +12.9% | -0.3% |
| YTD | -14.2% | +2.7% | -16.9% | -16.6% |
| 1Y | -18.3% | +17.4% | -35.8% | -23.3% |
| 3Y | +11.5% | -1.3% | +12.8% | +7.3% |
| 5Y | -9.9% | +27.2% | -37.1% | -22.2% |
| All | -9.9% | +28.1% | -38.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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