+1,142.6%
ABT vs EXEL
+341.7%
+800.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -5.6% | +1.6% | -7.2% | -5.7% |
| 30D | +5.2% | +17.4% | -12.2% | +3.8% |
| 3M | -2.7% | +38.6% | -41.3% | -5.2% |
| 6M | +28.8% | +41.2% | -12.4% | +25.2% |
| YTD | -12.3% | +59.3% | -71.6% | -15.7% |
| 1Y | -14.7% | +60.2% | -74.9% | -18.1% |
| 3Y | +21.6% | +232.6% | -211.0% | +9.1% |
| 5Y | -7.8% | +285.9% | -293.6% | -18.7% |
| 10Y | +222.5% | +325.9% | -103.4% | +173.5% |
| All | +1,142.6% | +341.7% | +800.9% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling