+2,413.6%
IBM vs ABT
+6,741.2%
-4,327.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -3.7% | +3.4% | +0.8% |
| 30D | +0.3% | +2.5% | -2.2% | -0.5% |
| 3M | -21.6% | +20.2% | -41.8% | -25.9% |
| 6M | -4.7% | -2.9% | -1.8% | -4.1% |
| YTD | -19.1% | -11.9% | -7.2% | -16.4% |
| 1Y | -2.5% | -16.5% | +14.0% | +2.3% |
| 3Y | +74.2% | +12.1% | +62.0% | +65.3% |
| 5Y | +113.1% | -7.4% | +120.5% | +112.2% |
| 10Y | +133.5% | +210.7% | -77.2% | +60.0% |
| All | +2,413.6% | +6,741.2% | -4,327.6% | +576.3% |
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 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