+82.1%
IBM vs ABT
+24.1%
+58.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 3M | +4.5% | +3.1% | +1.3% | +3.4% |
| 6M | +7.9% | +32.8% | -24.9% | -0.7% |
| YTD | -15.2% | -9.6% | -5.6% | -13.9% |
| 1Y | -17.6% | -10.4% | -7.2% | -16.2% |
| 3Y | +82.1% | +25.8% | +56.2% | +71.3% |
| All | +82.1% | +24.1% | +58.0% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling