-50.4%
ORCL vs ABT
-9.7%
-40.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | +1.0% | -7.5% | -6.1% |
| 30D | -16.6% | +11.6% | -28.1% | -13.4% |
| 3M | -21.6% | +2.3% | -23.9% | -20.7% |
| 6M | -39.4% | +32.7% | -72.1% | -32.9% |
| YTD | -38.7% | -9.6% | -29.0% | -41.8% |
| 1Y | -50.4% | -10.1% | -40.3% | -52.8% |
| All | -50.4% | -9.7% | -40.6% | -52.8% |
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