-28.0%
ORCL vs ABT
-16.1%
-11.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +2.9% |
| 7D | +5.3% | -3.7% | +8.9% | +3.4% |
| 30D | +10.0% | +2.5% | +7.5% | +11.4% |
| 3M | -32.6% | +20.2% | -52.8% | -25.5% |
| 6M | +4.9% | -2.9% | +7.9% | +0.6% |
| YTD | -17.8% | -11.9% | -5.8% | -29.7% |
| 1Y | -28.0% | -16.5% | -11.4% | -44.3% |
| All | -28.0% | -16.1% | -11.8% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling