-5.1%
ABT vs SNPS
+35.4%
-40.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +8.0% | -8.0% | +16.0% | +8.7% |
| 3M | +0.2% | +12.5% | -12.2% | -1.3% |
| 6M | +34.1% | -10.5% | +44.6% | +35.1% |
| YTD | -10.6% | -1.6% | -9.0% | -11.4% |
| 1Y | -11.8% | +16.8% | -28.6% | -14.6% |
| 3Y | +23.9% | -10.9% | +34.8% | +17.5% |
| 5Y | -5.1% | +35.8% | -40.9% | -23.9% |
| All | -5.1% | +35.4% | -40.6% | -23.9% |
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