-7.4%
ABT vs PSX
+306.7%
-314.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | +7.8% | -9.1% | -1.8% |
| 30D | +6.0% | -10.9% | +16.9% | +6.8% |
| 3M | -1.9% | +14.5% | -16.4% | -3.0% |
| 6M | +31.2% | +56.1% | -24.9% | +26.8% |
| YTD | -11.2% | +109.6% | -120.8% | -16.4% |
| 1Y | -14.0% | +95.5% | -109.5% | -18.6% |
| 3Y | +20.7% | +156.2% | -135.5% | +10.2% |
| All | -7.4% | +306.7% | -314.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling