+714.2%
ABT vs MKTX
+1,445.1%
-730.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | -3.1% | +1.0% | -4.1% | -3.2% |
| 3M | +16.1% | +40.8% | -24.7% | +9.9% |
| 6M | -5.3% | -10.9% | +5.6% | -4.5% |
| YTD | -14.4% | -8.6% | -5.9% | -14.1% |
| 1Y | -18.4% | -11.6% | -6.8% | -17.8% |
| 3Y | +11.2% | -24.5% | +35.7% | +12.9% |
| 5Y | -9.4% | -60.7% | +51.3% | -0.4% |
| 10Y | +209.7% | +5.1% | +204.6% | +199.1% |
| All | +714.2% | +1,445.1% | -730.9% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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