+201.2%
ABT vs ESI
+310.7%
-109.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.0% |
| 7D | -5.0% | -2.3% | -2.7% | -4.6% |
| 30D | -5.8% | -9.0% | +3.2% | -4.3% |
| 3M | +16.7% | -13.3% | +30.0% | +18.4% |
| 6M | -5.2% | +5.3% | -10.5% | -8.7% |
| YTD | -16.0% | +37.6% | -53.6% | -23.9% |
| 1Y | -18.3% | +33.6% | -51.9% | -25.8% |
| 3Y | +9.2% | +75.8% | -66.5% | -10.0% |
| 5Y | -11.6% | +68.6% | -80.1% | -27.8% |
| All | +201.2% | +310.7% | -109.5% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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