+45.4%
ORCL vs ABT
-7.4%
+52.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | +10.4% | -5.6% | +16.0% | +10.9% |
| 30D | -11.2% | +5.2% | -16.4% | -11.8% |
| 3M | -16.8% | -2.7% | -14.1% | -16.6% |
| 6M | -31.5% | +28.8% | -60.3% | -34.0% |
| YTD | -33.9% | -12.3% | -21.6% | -31.8% |
| 1Y | -43.3% | -14.7% | -28.6% | -41.1% |
| 3Y | +16.5% | +21.6% | -5.1% | +2.1% |
| 5Y | +45.4% | -7.8% | +53.2% | +43.0% |
| All | +45.4% | -7.4% | +52.8% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling