+1,010.0%
ABT vs EWZ
+356.2%
+653.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | -1.3% | +0.8% | -2.0% | -1.4% |
| 30D | +6.0% | -24.4% | +30.4% | +10.5% |
| 3M | -1.9% | -4.6% | +2.7% | -1.8% |
| 6M | +31.2% | -11.6% | +42.7% | +32.7% |
| YTD | -11.2% | +2.4% | -13.6% | -12.7% |
| 1Y | -14.0% | +2.1% | -16.0% | -15.4% |
| 3Y | +20.7% | +18.7% | +2.0% | +14.6% |
| 5Y | -6.7% | +54.2% | -60.8% | -16.7% |
| 10Y | +226.3% | +65.9% | +160.4% | +173.4% |
| All | +1,010.0% | +356.2% | +653.8% | +651.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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