-9.9%
ABT vs EL
-67.4%
+57.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | -3.1% | +1.7% | -4.8% | -3.3% |
| 30D | -2.1% | +15.5% | -17.6% | -3.9% |
| 3M | +17.4% | +20.6% | -3.1% | +14.6% |
| 6M | -2.4% | +10.5% | -12.9% | -4.1% |
| YTD | -14.2% | -1.9% | -12.3% | -15.0% |
| 1Y | -18.3% | +16.1% | -34.4% | -21.2% |
| 3Y | +11.5% | -30.2% | +41.7% | +15.1% |
| 5Y | -9.9% | -67.4% | +57.5% | +10.1% |
| All | -9.9% | -67.4% | +57.5% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling