+1,395.4%
ASML vs ABT
+234.7%
+1,160.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.3% | +6.5% |
| 7D | -9.0% | +3.5% | -12.5% | -10.7% |
| 30D | -21.0% | +12.0% | -33.0% | -25.5% |
| 3M | -16.3% | +2.5% | -18.7% | -17.9% |
| 6M | -7.5% | +29.1% | -36.6% | -20.7% |
| YTD | +34.0% | -10.1% | +44.1% | +38.5% |
| 1Y | +39.3% | -9.8% | +49.1% | +43.2% |
| 3Y | +128.9% | +23.3% | +105.6% | +86.0% |
| 5Y | +76.1% | -2.4% | +78.4% | +65.7% |
| All | +1,395.4% | +234.7% | +1,160.7% | +655.5% |
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