+46.1%
ASML vs ABT
-4.8%
+50.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.6% | -9.2% | -2.2% |
| 7D | -10.0% | +12.5% | -22.6% | -7.4% |
| 30D | -19.4% | +16.1% | -35.5% | -16.6% |
| 3M | -12.5% | +10.2% | -22.7% | -10.2% |
| 6M | +8.2% | +33.7% | -25.5% | +13.2% |
| YTD | +40.7% | -5.5% | +46.2% | +47.4% |
| 1Y | +46.1% | -5.9% | +52.0% | +53.3% |
| All | +46.1% | -4.8% | +50.9% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling