+9,411.2%
INTC vs ABT
+6,795.4%
+2,615.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | -39.2% | +6.0% | -45.2% | -41.0% |
| 3M | -42.9% | -1.9% | -41.1% | -43.3% |
| 6M | -50.4% | +31.2% | -81.6% | -56.7% |
| YTD | +61.7% | -11.2% | +72.9% | +62.8% |
| 1Y | +66.1% | -14.0% | +80.1% | +69.1% |
| 3Y | +58.1% | +20.7% | +37.5% | +37.8% |
| 5Y | +27.9% | -6.7% | +34.5% | +23.3% |
| 10Y | +111.1% | +226.3% | -115.1% | +26.4% |
| All | +9,411.2% | +6,795.4% | +2,615.8% | +1,399.1% |
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