+2,662.4%
DELL vs ABT
+226.5%
+2,435.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -7.5% |
| 7D | +4.9% | -1.3% | +6.2% | +5.2% |
| 30D | -32.1% | +6.0% | -38.1% | -33.5% |
| 3M | -30.2% | -1.9% | -28.4% | -30.3% |
| 6M | +41.7% | +31.2% | +10.5% | +27.2% |
| YTD | +176.6% | -11.2% | +187.8% | +184.4% |
| 1Y | +159.9% | -14.0% | +173.9% | +170.6% |
| 3Y | +388.0% | +20.7% | +367.3% | +324.5% |
| 5Y | +578.2% | -6.7% | +584.9% | +558.5% |
| All | +2,662.4% | +226.5% | +2,435.8% | +1,338.2% |
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