-51.7%
ORCL vs ABT
-9.0%
-42.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | -0.2% |
| 7D | -11.2% | +3.5% | -14.7% | -9.9% |
| 30D | -18.8% | +12.0% | -30.9% | -15.7% |
| 3M | -18.8% | +2.5% | -21.2% | -17.8% |
| 6M | -39.7% | +29.1% | -68.8% | -33.9% |
| YTD | -39.6% | -10.1% | -29.6% | -42.9% |
| 1Y | -51.7% | -9.8% | -41.9% | -53.9% |
| All | -51.7% | -9.0% | -42.7% | -53.9% |
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