+274.3%
ABT vs ESI
+200.4%
+73.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.5% |
| 7D | -5.6% | +8.3% | -13.9% | -6.8% |
| 30D | +5.2% | -10.4% | +15.6% | +6.6% |
| 3M | -2.7% | -13.2% | +10.5% | -1.1% |
| 6M | +28.8% | -23.9% | +52.7% | +32.5% |
| YTD | -12.3% | +34.2% | -46.5% | -19.2% |
| 1Y | -14.7% | +22.2% | -36.9% | -20.2% |
| 3Y | +21.6% | +79.2% | -57.7% | +3.4% |
| 5Y | -7.8% | +38.1% | -45.9% | -18.7% |
| 10Y | +222.5% | +323.6% | -101.1% | +121.9% |
| All | +274.3% | +200.4% | +73.9% | +174.7% |
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