+9,656.7%
INTC vs ABT
+6,714.7%
+2,942.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | +17.1% | -5.6% | +22.7% | +19.4% |
| 30D | -40.5% | +5.2% | -45.6% | -42.0% |
| 3M | -39.4% | -2.7% | -36.7% | -39.6% |
| 6M | -49.3% | +28.8% | -78.1% | -55.4% |
| YTD | +65.9% | -12.3% | +78.1% | +67.7% |
| 1Y | +61.5% | -14.7% | +76.2% | +64.9% |
| 3Y | +59.6% | +21.6% | +38.0% | +38.5% |
| 5Y | +31.2% | -7.8% | +38.9% | +27.0% |
| 10Y | +116.6% | +222.5% | -105.9% | +30.2% |
| All | +9,656.7% | +6,714.7% | +2,942.0% | +1,444.6% |
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