+1,644.6%
ASML vs ABT
+210.6%
+1,434.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +1.1% | -3.7% | +4.8% | +2.9% |
| 30D | +2.2% | +2.5% | -0.3% | +0.8% |
| 3M | -2.3% | +20.2% | -22.5% | -12.2% |
| 6M | +23.0% | -2.9% | +25.9% | +23.4% |
| YTD | +61.1% | -11.9% | +73.0% | +69.2% |
| 1Y | +129.1% | -16.5% | +145.7% | +146.4% |
| 3Y | +165.4% | +12.1% | +153.2% | +129.6% |
| 5Y | +109.5% | -7.4% | +116.9% | +104.2% |
| All | +1,644.6% | +210.6% | +1,434.0% | +788.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling