+281.4%
ABT vs ESI
+207.0%
+74.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.0% | -1.7% |
| 7D | -5.4% | +1.8% | -7.2% | -5.7% |
| 30D | +8.0% | -6.6% | +14.6% | +8.8% |
| 3M | +0.2% | -9.4% | +9.6% | +1.2% |
| 6M | +34.1% | -24.1% | +58.3% | +38.1% |
| YTD | -10.6% | +37.1% | -47.7% | -17.9% |
| 1Y | -11.8% | +24.5% | -36.4% | -17.7% |
| 3Y | +23.9% | +83.2% | -59.3% | +5.0% |
| 5Y | -5.1% | +44.0% | -49.1% | -17.0% |
| 10Y | +228.6% | +332.8% | -104.2% | +125.4% |
| All | +281.4% | +207.0% | +74.4% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling