+894.4%
MSFT vs ABT
+226.7%
+667.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | -6.2% | -5.4% | -0.9% | -3.6% |
| 30D | -3.7% | +8.0% | -11.7% | -7.4% |
| 3M | +3.6% | +0.2% | +3.4% | +3.1% |
| 6M | +26.8% | +34.1% | -7.3% | +7.7% |
| YTD | +8.4% | -10.6% | +19.0% | +12.9% |
| 1Y | +3.3% | -11.8% | +15.1% | +8.1% |
| 3Y | +44.3% | +23.9% | +20.4% | +17.1% |
| 5Y | +63.3% | -5.1% | +68.5% | +56.2% |
| 10Y | +894.4% | +228.6% | +665.8% | +369.1% |
| All | +894.4% | +226.7% | +667.7% | +369.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling