+131.6%
IBM vs ABT
+202.4%
-70.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.1% |
| 7D | +0.3% | -3.1% | +3.4% | +1.6% |
| 30D | -1.5% | -2.1% | +0.6% | -0.7% |
| 3M | -16.8% | +17.4% | -34.2% | -21.9% |
| 6M | -9.0% | -2.4% | -6.6% | -8.6% |
| YTD | -20.1% | -14.2% | -5.8% | -15.7% |
| 1Y | -7.0% | -18.3% | +11.3% | -0.2% |
| 3Y | +72.4% | +11.5% | +60.9% | +60.0% |
| 5Y | +112.0% | -9.9% | +121.9% | +112.2% |
| 10Y | +131.6% | +204.4% | -72.8% | +35.4% |
| All | +131.6% | +202.4% | -70.9% | +35.4% |
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