-9.4%
ABT vs GE
+422.6%
-432.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | +0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.5% |
| 30D | -3.1% | -11.3% | +8.1% | -0.9% |
| 3M | +16.1% | -1.4% | +17.5% | +15.9% |
| 6M | -5.3% | +1.2% | -6.5% | -6.3% |
| YTD | -14.4% | +5.9% | -20.4% | -16.2% |
| 1Y | -18.4% | +18.4% | -36.8% | -22.0% |
| 3Y | +11.2% | +271.0% | -259.8% | -20.8% |
| 5Y | -9.4% | +417.9% | -427.3% | -47.0% |
| All | -9.4% | +422.6% | -432.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 5y: compounded portfolio wealth divided by compounded GE 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…
5y analysis · Full analysis span regression · 6 months rolling