+101.1%
GOOGL vs ABT
-6.9%
+108.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +3.9% | -1.3% | +5.1% | +4.2% |
| 30D | -14.9% | +6.0% | -21.0% | -16.5% |
| 3M | -14.6% | -1.9% | -12.7% | -14.3% |
| 6M | -26.4% | +31.2% | -57.6% | -32.7% |
| YTD | -5.3% | -11.2% | +5.9% | -1.7% |
| 1Y | +6.5% | -14.0% | +20.4% | +11.7% |
| 3Y | +126.0% | +20.7% | +105.4% | +88.8% |
| All | +101.1% | -6.9% | +108.0% | +98.0% |
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