+862.5%
ABT vs IBB
+584.7%
+277.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.7% |
| 7D | +0.3% | +2.7% | -2.4% | -0.9% |
| 30D | +11.6% | +6.3% | +5.3% | +8.4% |
| 3M | +3.1% | +11.1% | -7.9% | -2.0% |
| 6M | +32.8% | +29.2% | +3.6% | +17.7% |
| YTD | -9.6% | +30.2% | -39.8% | -20.5% |
| 1Y | -10.4% | +39.5% | -49.9% | -23.6% |
| 3Y | +25.8% | +92.3% | -66.5% | -8.6% |
| 5Y | -3.4% | +43.0% | -46.4% | -20.6% |
| 10Y | +232.9% | +137.1% | +95.8% | +117.8% |
| All | +862.5% | +584.7% | +277.8% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling