+71.4%
MSFT vs ABT
-9.5%
+81.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | -1.4% | -3.1% | +1.7% | -0.5% |
| 30D | -1.0% | -2.1% | +1.1% | -0.5% |
| 3M | +20.2% | +17.4% | +2.8% | +14.0% |
| 6M | +21.3% | -2.4% | +23.7% | +21.7% |
| YTD | +2.8% | -14.2% | +17.0% | +7.3% |
| 1Y | 0.0% | -18.3% | +18.3% | +6.1% |
| 3Y | +51.2% | +11.5% | +39.7% | +33.5% |
| 5Y | +71.4% | -9.9% | +81.3% | +78.4% |
| All | +71.4% | -9.5% | +81.0% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling