+113.9%
SOXX vs ABT
-16.1%
+130.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.3% |
| 7D | +2.2% | -3.7% | +5.9% | +0.6% |
| 30D | -2.0% | +2.5% | -4.5% | -0.9% |
| 3M | -13.7% | +20.2% | -33.9% | -7.0% |
| 6M | +52.4% | -2.9% | +55.3% | +65.0% |
| YTD | +72.8% | -11.9% | +84.7% | +83.8% |
| 1Y | +113.9% | -16.5% | +130.4% | +125.8% |
| All | +113.9% | -16.1% | +130.1% | +125.8% |
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