-61.5%
ADBE vs ABT
-10.2%
-51.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -8.9% | -4.7% | -4.2% | -6.8% |
| 30D | -6.6% | -3.1% | -3.5% | -5.3% |
| 3M | +7.1% | +16.1% | -9.0% | -0.2% |
| 6M | -9.8% | -5.3% | -4.4% | -7.8% |
| YTD | -27.2% | -14.4% | -12.7% | -22.3% |
| 1Y | -28.0% | -18.4% | -9.6% | -21.3% |
| 3Y | -54.5% | +11.2% | -65.7% | -60.5% |
| 5Y | -61.5% | -9.4% | -52.1% | -59.4% |
| All | -61.5% | -10.2% | -51.3% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling