-49.3%
INTC vs ABT
+30.3%
-79.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -4.2% |
| 7D | +17.1% | -5.6% | +22.7% | +9.8% |
| 30D | -40.5% | +5.2% | -45.6% | -35.6% |
| 3M | -39.4% | -2.7% | -36.7% | -39.5% |
| 6M | -49.3% | +28.8% | -78.1% | -33.9% |
| All | -49.3% | +30.3% | -79.5% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling