+33,471.1%
ORCL vs ABT
+6,741.2%
+26,729.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +5.3% | -3.7% | +8.9% | +6.6% |
| 30D | +10.0% | +2.5% | +7.5% | +8.9% |
| 3M | -32.6% | +20.2% | -52.8% | -37.4% |
| 6M | +4.9% | -2.9% | +7.9% | +4.6% |
| YTD | -17.8% | -11.9% | -5.8% | -15.5% |
| 1Y | -28.0% | -16.5% | -11.4% | -25.2% |
| 3Y | +36.0% | +12.1% | +23.9% | +24.2% |
| 5Y | +88.7% | -7.4% | +96.1% | +83.7% |
| 10Y | +346.9% | +210.7% | +136.2% | +172.4% |
| All | +33,471.1% | +6,741.2% | +26,729.9% | +5,112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling