-18.8%
IBM vs ABT
-9.7%
-9.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | +8.4% | +11.6% | -3.3% | +5.2% |
| 3M | +4.5% | +3.1% | +1.3% | +3.7% |
| 6M | +7.9% | +32.8% | -24.9% | +1.6% |
| YTD | -15.2% | -9.6% | -5.6% | -18.2% |
| All | -18.8% | -9.7% | -9.1% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling