+67.7%
ASML vs ABT
-1.3%
+68.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -8.9% |
| 7D | -19.0% | +8.6% | -27.7% | -20.9% |
| 30D | -25.9% | +16.4% | -42.4% | -29.1% |
| 3M | -19.1% | +8.1% | -27.2% | -21.0% |
| 6M | -5.7% | +32.1% | -37.8% | -15.1% |
| YTD | +27.6% | -7.1% | +34.7% | +32.4% |
| 1Y | +30.8% | -6.5% | +37.3% | +34.9% |
| 3Y | +116.2% | +26.2% | +90.0% | +76.5% |
| 5Y | +67.7% | +0.9% | +66.8% | +62.6% |
| All | +67.7% | -1.3% | +68.9% | +62.6% |
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 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