+1,582.8%
ASML vs ABT
+226.7%
+1,356.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +2.2% |
| 7D | +2.5% | -5.4% | +7.9% | +5.1% |
| 30D | -12.2% | +8.0% | -20.2% | -15.8% |
| 3M | -14.6% | +0.2% | -14.8% | -15.4% |
| 6M | -1.7% | +34.1% | -35.9% | -17.4% |
| YTD | +44.3% | -10.6% | +54.9% | +49.6% |
| 1Y | +51.0% | -11.8% | +62.8% | +57.2% |
| 3Y | +137.6% | +23.9% | +113.7% | +92.2% |
| 5Y | +92.7% | -5.1% | +97.9% | +84.5% |
| 10Y | +1,582.8% | +228.6% | +1,354.2% | +744.6% |
| All | +1,582.8% | +226.7% | +1,356.2% | +744.6% |
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