+197.1%
ABT vs EXEL
+375.2%
-178.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | -5.9% | -4.9% | -1.0% | -5.3% |
| 30D | -8.1% | +11.4% | -19.5% | -9.4% |
| 3M | +14.5% | +4.9% | +9.6% | +13.6% |
| 6M | -6.3% | +34.4% | -40.7% | -10.4% |
| YTD | -17.1% | +28.0% | -45.2% | -20.3% |
| 1Y | -21.4% | +43.6% | -65.0% | -25.8% |
| 3Y | +5.9% | +155.2% | -149.3% | -9.9% |
| 5Y | -12.8% | +181.2% | -193.9% | -27.8% |
| All | +197.1% | +375.2% | -178.1% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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