+52.5%
SOXX vs ABT
-4.8%
+57.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.6% | -8.7% | -0.5% |
| 7D | -13.7% | +12.5% | -26.2% | -8.5% |
| 30D | -23.6% | +16.1% | -39.7% | -17.8% |
| 3M | -16.9% | +10.2% | -27.1% | -12.4% |
| 6M | -2.4% | +33.7% | -36.1% | +10.3% |
| YTD | +49.8% | -5.5% | +55.3% | +69.6% |
| 1Y | +52.5% | -5.9% | +58.4% | +73.0% |
| All | +52.5% | -4.8% | +57.3% | +73.0% |
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