+277.8%
ORCL vs ABT
+226.7%
+51.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.1% |
| 7D | +3.8% | -5.4% | +9.1% | +5.5% |
| 30D | -6.6% | +8.0% | -14.6% | -9.2% |
| 3M | -11.4% | +0.2% | -11.6% | -11.9% |
| 6M | -33.3% | +34.1% | -67.4% | -40.4% |
| YTD | -33.3% | -10.6% | -22.7% | -31.4% |
| 1Y | -44.9% | -11.8% | -33.1% | -43.3% |
| 3Y | +17.6% | +23.9% | -6.3% | +0.3% |
| 5Y | +46.1% | -5.1% | +51.2% | +40.3% |
| 10Y | +277.8% | +228.6% | +49.2% | +97.6% |
| All | +277.8% | +226.7% | +51.1% | +97.6% |
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