+82.7%
ASML vs ABT
-6.9%
+89.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | +4.9% | -1.3% | +6.2% | +5.3% |
| 30D | -9.3% | +6.0% | -15.3% | -11.0% |
| 3M | -19.0% | -1.9% | -17.1% | -18.8% |
| 6M | -5.2% | +31.2% | -36.4% | -15.0% |
| YTD | +40.6% | -11.2% | +51.8% | +47.6% |
| 1Y | +47.5% | -14.0% | +61.5% | +56.6% |
| 3Y | +133.9% | +20.7% | +113.2% | +92.7% |
| All | +82.7% | -6.9% | +89.6% | +82.8% |
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