+41.7%
DELL vs ABT
+31.9%
+9.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -6.0% |
| 7D | +4.9% | -1.3% | +6.2% | +3.8% |
| 30D | -32.1% | +6.0% | -38.1% | -27.0% |
| 3M | -30.2% | -1.9% | -28.4% | -29.5% |
| 6M | +41.7% | +31.2% | +10.5% | +80.4% |
| All | +41.7% | +31.9% | +9.9% | +80.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling