+535.3%
ABT vs MSCI
+2,756.4%
-2,221.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +2.5% | +0.6% | +1.9% | +2.3% |
| 3M | +20.2% | -7.1% | +27.3% | +21.9% |
| 6M | -2.9% | +0.8% | -3.8% | -3.5% |
| YTD | -11.9% | +1.0% | -12.9% | -12.9% |
| 1Y | -16.5% | +4.3% | -20.9% | -18.3% |
| 3Y | +12.1% | +9.9% | +2.2% | +6.7% |
| 5Y | -7.4% | -6.8% | -0.6% | -10.3% |
| 10Y | +210.7% | +614.7% | -404.0% | +98.6% |
| All | +535.3% | +2,756.4% | -2,221.1% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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