-9.4%
ABT vs PODD
-54.3%
+44.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.3% |
| 7D | -4.7% | -6.9% | +2.2% | -3.5% |
| 30D | -3.1% | -3.5% | +0.3% | -2.5% |
| 3M | +16.1% | -13.6% | +29.7% | +18.6% |
| 6M | -5.3% | -42.6% | +37.3% | +3.8% |
| YTD | -14.4% | -51.5% | +37.0% | -3.4% |
| 1Y | -18.4% | -60.9% | +42.5% | -4.4% |
| 3Y | +11.2% | -19.8% | +31.0% | +10.0% |
| 5Y | -9.4% | -54.4% | +45.0% | -5.4% |
| All | -9.4% | -54.3% | +44.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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