+0.9%
ABT vs LIN
+68.3%
-67.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +8.6% | +3.6% | +5.0% | +7.1% |
| 30D | +16.4% | +6.4% | +10.1% | +13.5% |
| 3M | +8.1% | +6.5% | +1.6% | +5.3% |
| 6M | +32.1% | +4.9% | +27.2% | +29.2% |
| YTD | -7.1% | +23.4% | -30.5% | -15.7% |
| 1Y | -6.5% | +26.3% | -32.8% | -16.1% |
| 3Y | +26.2% | +38.0% | -11.7% | +7.9% |
| 5Y | +0.9% | +68.0% | -67.1% | -23.6% |
| All | +0.9% | +68.3% | -67.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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