+13,507.3%
GOOGL vs ABT
+825.2%
+12,682.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.3% | -3.7% | +1.4% | -0.7% |
| 30D | -6.6% | +2.5% | -9.0% | -7.6% |
| 3M | -8.9% | +20.2% | -29.1% | -16.8% |
| 6M | +11.9% | -2.9% | +14.8% | +12.2% |
| YTD | +8.3% | -11.9% | +20.3% | +13.0% |
| 1Y | +46.2% | -16.5% | +62.8% | +55.7% |
| 3Y | +151.9% | +12.1% | +139.7% | +124.6% |
| 5Y | +137.7% | -7.4% | +145.1% | +132.4% |
| 10Y | +757.6% | +210.7% | +546.9% | +358.1% |
| All | +13,507.3% | +825.2% | +12,682.1% | +5,059.1% |
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 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