+15,172.7%
INTC vs ABT
+6,741.2%
+8,431.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.7% |
| 7D | +7.1% | -3.7% | +10.8% | +8.5% |
| 30D | -5.2% | +2.5% | -7.7% | -6.3% |
| 3M | -14.3% | +20.2% | -34.5% | -21.6% |
| 6M | +110.2% | -2.9% | +113.1% | +107.4% |
| YTD | +159.6% | -11.9% | +171.6% | +165.0% |
| 1Y | +289.3% | -16.5% | +305.8% | +303.8% |
| 3Y | +166.1% | +12.1% | +153.9% | +140.9% |
| 5Y | +94.4% | -7.4% | +101.8% | +89.5% |
| 10Y | +227.7% | +210.7% | +17.0% | +101.8% |
| All | +15,172.7% | +6,741.2% | +8,431.5% | +2,340.5% |
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