+13,444.1%
GOOG vs ABT
+825.2%
+12,618.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.1% | -3.7% | +1.5% | -0.5% |
| 30D | -6.8% | +2.5% | -9.3% | -7.9% |
| 3M | -9.1% | +20.2% | -29.3% | -16.9% |
| 6M | +10.7% | -2.9% | +13.6% | +11.1% |
| YTD | +7.1% | -11.9% | +19.0% | +11.7% |
| 1Y | +44.6% | -16.5% | +61.2% | +54.0% |
| 3Y | +147.4% | +12.1% | +135.3% | +120.9% |
| 5Y | +133.8% | -7.4% | +141.2% | +128.6% |
| 10Y | +777.5% | +210.7% | +566.8% | +369.9% |
| All | +13,444.1% | +825.2% | +12,618.9% | +5,045.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling