+1,055.3%
DELL vs ABT
-11.0%
+1,066.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -5.2% |
| 7D | -1.9% | -5.0% | +3.1% | -1.5% |
| 30D | +14.9% | -5.8% | +20.7% | +15.3% |
| 3M | +37.2% | +16.7% | +20.5% | +34.3% |
| 6M | +254.0% | -5.2% | +259.2% | +261.6% |
| YTD | +306.1% | -16.0% | +322.1% | +326.4% |
| 1Y | +312.3% | -18.3% | +330.5% | +335.6% |
| 3Y | +654.0% | +9.2% | +644.8% | +605.4% |
| 5Y | +1,055.3% | -11.6% | +1,066.9% | +1,023.7% |
| All | +1,055.3% | -11.0% | +1,066.3% | +1,023.7% |
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 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