-11.3%
ABT vs VTR
+87.5%
-98.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.9% | -0.3% | -5.6% | -5.8% |
| 30D | -8.1% | +1.1% | -9.2% | -8.4% |
| 3M | +14.5% | +7.9% | +6.6% | +11.9% |
| 6M | -6.3% | +6.2% | -12.4% | -8.2% |
| YTD | -17.1% | +17.7% | -34.8% | -21.1% |
| 1Y | -21.4% | +32.9% | -54.3% | -27.8% |
| 3Y | +5.9% | +129.7% | -123.8% | -17.3% |
| All | -11.3% | +87.5% | -98.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling