+3,922.7%
DELL vs ABT
+205.4%
+3,717.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -4.8% |
| 7D | -1.9% | -5.0% | +3.1% | -0.4% |
| 30D | +14.9% | -5.8% | +20.7% | +16.8% |
| 3M | +37.2% | +16.7% | +20.5% | +29.0% |
| 6M | +254.0% | -5.2% | +259.2% | +256.9% |
| YTD | +306.1% | -16.0% | +322.1% | +326.8% |
| 1Y | +312.3% | -18.3% | +330.5% | +337.0% |
| 3Y | +654.0% | +9.2% | +644.8% | +584.4% |
| 5Y | +1,055.3% | -11.6% | +1,066.9% | +1,043.7% |
| All | +3,922.7% | +205.4% | +3,717.3% | +2,151.0% |
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