+135.0%
GOOG vs ABT
-11.0%
+146.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.1% |
| 7D | -2.5% | -5.0% | +2.5% | -1.1% |
| 30D | -3.6% | -5.8% | +2.2% | -2.0% |
| 3M | -6.4% | +16.7% | -23.2% | -11.0% |
| 6M | +7.8% | -5.2% | +13.0% | +9.6% |
| YTD | +5.5% | -16.0% | +21.5% | +11.3% |
| 1Y | +38.3% | -18.3% | +56.5% | +46.9% |
| 3Y | +143.1% | +9.2% | +133.9% | +114.1% |
| 5Y | +135.0% | -11.6% | +146.6% | +138.1% |
| All | +135.0% | -11.0% | +146.0% | +138.1% |
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