+197.1%
ABT vs VSH
+196.4%
+0.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.2% |
| 7D | -5.9% | +4.8% | -10.7% | -6.5% |
| 30D | -8.1% | -0.7% | -7.4% | -8.2% |
| 3M | +14.5% | -43.1% | +57.6% | +22.3% |
| 6M | -6.3% | +91.8% | -98.1% | -20.6% |
| YTD | -17.1% | +131.6% | -148.7% | -32.7% |
| 1Y | -21.4% | +118.1% | -139.4% | -35.9% |
| 3Y | +5.9% | +40.9% | -35.0% | -8.1% |
| 5Y | -12.8% | +75.8% | -88.5% | -30.5% |
| All | +197.1% | +196.4% | +0.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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