-18.3%
ABT vs EXEL
+50.0%
-68.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.9% |
| 30D | -5.8% | +11.9% | -17.7% | -5.9% |
| 3M | +16.7% | +9.2% | +7.5% | +16.4% |
| 6M | -5.2% | +39.1% | -44.3% | -6.5% |
| YTD | -16.0% | +31.0% | -47.0% | -16.8% |
| 1Y | -18.3% | +52.3% | -70.6% | -18.8% |
| All | -18.3% | +50.0% | -68.3% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling