+230.2%
ABT vs EL
+60.4%
+169.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.6% |
| 7D | -5.6% | +2.7% | -8.2% | -6.1% |
| 30D | +5.2% | +10.8% | -5.6% | +3.0% |
| 3M | -2.7% | +26.5% | -29.2% | -7.4% |
| 6M | +28.8% | +31.1% | -2.3% | +21.2% |
| YTD | -12.3% | +6.6% | -18.9% | -15.1% |
| 1Y | -14.7% | +21.8% | -36.5% | -19.9% |
| 3Y | +21.6% | +1.8% | +19.8% | +13.0% |
| 5Y | -7.8% | -65.6% | +57.8% | +17.6% |
| All | +230.2% | +60.4% | +169.8% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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