+197.1%
ABT vs SNY
+64.5%
+132.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -3.3% | -2.6% | -4.7% |
| 30D | -8.1% | -2.2% | -5.9% | -7.3% |
| 3M | +14.5% | -3.0% | +17.6% | +15.8% |
| 6M | -6.3% | +2.7% | -9.0% | -7.3% |
| YTD | -17.1% | -6.8% | -10.3% | -15.1% |
| 1Y | -21.4% | -5.3% | -16.1% | -20.2% |
| 3Y | +5.9% | -9.8% | +15.7% | +6.2% |
| 5Y | -12.8% | +9.7% | -22.4% | -22.2% |
| All | +197.1% | +64.5% | +132.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling