+2,488.0%
ABT vs EL
+1,850.3%
+637.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | +7.6% | -6.7% | -0.5% |
| 30D | +11.6% | +15.7% | -4.1% | +8.3% |
| 3M | +2.3% | +30.5% | -28.2% | -3.4% |
| 6M | +32.7% | +32.5% | +0.2% | +24.4% |
| YTD | -9.6% | +9.4% | -19.1% | -13.1% |
| 1Y | -10.1% | +28.4% | -38.4% | -16.5% |
| 3Y | +25.2% | +4.4% | +20.8% | +15.7% |
| 5Y | -4.5% | -64.5% | +60.0% | +10.0% |
| 10Y | +228.3% | +64.9% | +163.4% | +165.8% |
| All | +2,488.0% | +1,850.3% | +637.8% | +1,150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling