-9.4%
ABT vs NDAQ
+52.5%
-61.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.7% | -1.6% | -3.2% | -4.3% |
| 30D | -3.1% | -1.5% | -1.7% | -2.7% |
| 3M | +16.1% | +8.0% | +8.1% | +13.1% |
| 6M | -5.3% | +7.7% | -13.1% | -7.9% |
| YTD | -14.4% | -2.3% | -12.1% | -14.3% |
| 1Y | -18.4% | +0.6% | -19.0% | -19.3% |
| 3Y | +11.2% | +90.9% | -79.7% | -16.9% |
| 5Y | -9.4% | +52.5% | -61.8% | -30.1% |
| All | -9.4% | +52.5% | -61.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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