-54.1%
ADBE vs ABT
+11.7%
-65.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.9% |
| 7D | -10.1% | -3.1% | -6.9% | -9.4% |
| 30D | -3.0% | -2.1% | -0.9% | -2.6% |
| 3M | +5.0% | +17.4% | -12.4% | +1.6% |
| 6M | -9.3% | -2.4% | -6.9% | -10.1% |
| YTD | -26.5% | -14.2% | -12.3% | -25.6% |
| 1Y | -28.3% | -18.3% | -9.9% | -26.7% |
| 3Y | -54.1% | +11.5% | -65.6% | -53.2% |
| All | -54.1% | +11.7% | -65.7% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 3y: compounded portfolio wealth divided by compounded ABT 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…
3y analysis · Full analysis span regression · 6 months rolling