+3,367.0%
ABT vs SNPS
+5,427.6%
-2,060.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.2% |
| 7D | -3.7% | -11.0% | +7.3% | -2.3% |
| 30D | +2.5% | -1.7% | +4.2% | +2.5% |
| 3M | +20.2% | -20.4% | +40.5% | +23.1% |
| 6M | -2.9% | -8.6% | +5.7% | -2.7% |
| YTD | -11.9% | -16.2% | +4.2% | -10.9% |
| 1Y | -16.5% | -34.6% | +18.0% | -14.3% |
| 3Y | +12.1% | -14.5% | +26.6% | +8.9% |
| 5Y | -7.4% | +17.0% | -24.4% | -14.7% |
| 10Y | +210.7% | +560.0% | -349.3% | +133.6% |
| All | +3,367.0% | +5,427.6% | -2,060.6% | +1,862.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling