+201.2%
ABT vs EL
+25.3%
+175.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.3% |
| 7D | -5.0% | -4.4% | -0.6% | -4.2% |
| 30D | -5.8% | +10.3% | -16.1% | -7.8% |
| 3M | +16.7% | +13.4% | +3.4% | +13.5% |
| 6M | -5.2% | +3.1% | -8.3% | -6.8% |
| YTD | -16.0% | -6.9% | -9.1% | -16.4% |
| 1Y | -18.3% | +11.9% | -30.2% | -22.3% |
| 3Y | +9.2% | -33.8% | +43.0% | +13.2% |
| 5Y | -11.6% | -69.0% | +57.4% | +14.2% |
| All | +201.2% | +25.3% | +175.9% | +151.9% |
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