+77,094.7%
ASML vs ABT
+2,841.2%
+74,253.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -8.7% |
| 7D | -19.0% | +8.6% | -27.7% | -21.8% |
| 30D | -25.9% | +16.4% | -42.4% | -30.6% |
| 3M | -19.1% | +8.1% | -27.2% | -22.0% |
| 6M | -5.7% | +32.1% | -37.8% | -17.6% |
| YTD | +27.6% | -7.1% | +34.7% | +28.5% |
| 1Y | +30.8% | -6.5% | +37.3% | +31.0% |
| 3Y | +116.2% | +26.2% | +90.0% | +85.7% |
| 5Y | +67.7% | +0.9% | +66.8% | +58.8% |
| 10Y | +1,355.3% | +250.7% | +1,104.6% | +738.9% |
| All | +77,094.7% | +2,841.2% | +74,253.5% | +26,890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling