-9.4%
ABT vs SNPS
+16.9%
-26.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.7% | -5.5% | +0.7% | -4.2% |
| 30D | -3.1% | -4.5% | +1.4% | -2.9% |
| 3M | +16.1% | -15.5% | +31.6% | +17.8% |
| 6M | -5.3% | -10.1% | +4.7% | -5.1% |
| YTD | -14.4% | -16.3% | +1.8% | -13.7% |
| 1Y | -18.4% | -34.9% | +16.5% | -16.1% |
| 3Y | +11.2% | -14.4% | +25.6% | +3.3% |
| 5Y | -9.4% | +17.9% | -27.3% | -27.1% |
| All | -9.4% | +16.9% | -26.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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