+132.5%
GOOGL vs ABT
-10.2%
+142.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.9% | -4.7% | +2.9% | -0.5% |
| 30D | -7.5% | -3.1% | -4.3% | -6.7% |
| 3M | -9.2% | +16.1% | -25.3% | -13.4% |
| 6M | +8.1% | -5.3% | +13.4% | +10.1% |
| YTD | +5.8% | -14.4% | +20.3% | +11.2% |
| 1Y | +38.3% | -18.4% | +56.7% | +47.4% |
| 3Y | +144.8% | +11.2% | +133.6% | +114.6% |
| 5Y | +132.5% | -9.4% | +141.9% | +132.5% |
| All | +132.5% | -10.2% | +142.7% | +132.5% |
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