+197.1%
ABT vs PSX
+386.4%
-189.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -5.9% | +1.7% | -7.6% | -6.1% |
| 30D | -8.1% | +15.6% | -23.7% | -9.8% |
| 3M | +14.5% | +46.5% | -31.9% | +8.8% |
| 6M | -6.3% | +55.0% | -61.3% | -11.9% |
| YTD | -17.1% | +105.3% | -122.4% | -25.2% |
| 1Y | -21.4% | +101.6% | -123.0% | -28.9% |
| 3Y | +5.9% | +134.1% | -128.2% | -7.7% |
| 5Y | -12.8% | +368.7% | -381.4% | -33.4% |
| All | +197.1% | +386.4% | -189.3% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling