-49.6%
ORCL vs ABT
-9.7%
-39.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.7% |
| 30D | -15.3% | +11.6% | -26.9% | -12.1% |
| 3M | -18.2% | +3.1% | -21.4% | -17.1% |
| 6M | -38.4% | +32.8% | -71.2% | -31.8% |
| YTD | -37.7% | -9.6% | -28.1% | -40.9% |
| All | -49.6% | -9.7% | -39.9% | -52.0% |
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