-3.4%
ABT vs IBB
+41.1%
-44.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | +0.3% | +2.7% | -2.4% | -0.8% |
| 30D | +11.6% | +6.3% | +5.3% | +8.6% |
| 3M | +3.1% | +11.1% | -7.9% | -1.7% |
| 6M | +32.8% | +29.2% | +3.6% | +18.4% |
| YTD | -9.6% | +30.2% | -39.8% | -20.0% |
| 1Y | -10.4% | +39.5% | -49.9% | -23.2% |
| 3Y | +25.8% | +92.3% | -66.5% | -10.4% |
| 5Y | -3.4% | +43.0% | -46.4% | -26.0% |
| All | -3.4% | +41.1% | -44.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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