+1,047.1%
ABT vs SNY
+241.9%
+805.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -3.3% | -2.6% | -4.8% |
| 30D | -8.1% | -2.2% | -5.9% | -7.4% |
| 3M | +14.5% | -3.0% | +17.6% | +15.7% |
| 6M | -6.3% | +2.7% | -9.0% | -7.2% |
| YTD | -17.1% | -6.8% | -10.3% | -15.4% |
| 1Y | -21.4% | -5.3% | -16.1% | -20.3% |
| 3Y | +5.9% | -9.8% | +15.7% | +6.3% |
| 5Y | -12.8% | +9.7% | -22.4% | -19.2% |
| 10Y | +200.1% | +64.5% | +135.6% | +141.5% |
| All | +1,047.1% | +241.9% | +805.1% | +575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling