+3,394.5%
ABT vs SNPS
+6,288.8%
-2,894.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -1.3% | +1.1% | -2.3% | -1.4% |
| 30D | +6.0% | -5.2% | +11.2% | +6.6% |
| 3M | -1.9% | +10.6% | -12.4% | -3.7% |
| 6M | +31.2% | -10.6% | +41.8% | +31.7% |
| YTD | -11.2% | -3.1% | -8.1% | -12.2% |
| 1Y | -14.0% | +15.6% | -29.5% | -16.9% |
| 3Y | +20.7% | -12.9% | +33.6% | +16.8% |
| 5Y | -6.7% | +31.2% | -37.9% | -15.5% |
| 10Y | +226.3% | +663.4% | -437.1% | +140.0% |
| All | +3,394.5% | +6,288.8% | -2,894.3% | +1,834.7% |
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