+935.7%
BSX vs ABT
+3,304.9%
-2,369.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | +3.7% | -1.3% | +5.0% | +4.4% |
| 30D | +3.1% | +6.0% | -2.9% | +0.3% |
| 3M | -14.2% | -1.9% | -12.3% | -13.3% |
| 6M | -16.4% | +31.2% | -47.6% | -26.7% |
| YTD | -53.5% | -11.2% | -42.3% | -51.0% |
| 1Y | -57.8% | -14.0% | -43.8% | -54.9% |
| 3Y | -17.4% | +20.7% | -38.1% | -26.3% |
| 5Y | +5.4% | -6.7% | +12.1% | +5.7% |
| 10Y | +106.2% | +226.3% | -120.1% | +14.9% |
| All | +935.7% | +3,304.9% | -2,369.3% | +119.3% |
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