+149.9%
IBM vs ABT
+221.4%
-71.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | +8.4% | +11.6% | -3.3% | +3.5% |
| 3M | +4.5% | +3.1% | +1.3% | +2.8% |
| 6M | +7.9% | +32.8% | -24.9% | -4.1% |
| YTD | -15.2% | -9.6% | -5.6% | -12.7% |
| 1Y | -17.6% | -10.4% | -7.2% | -14.9% |
| 3Y | +82.1% | +25.8% | +56.2% | +60.3% |
| 5Y | +143.3% | -3.4% | +146.8% | +136.7% |
| 10Y | +149.9% | +232.9% | -82.9% | +41.7% |
| All | +149.9% | +221.4% | -71.5% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling