+1,537.1%
SOXX vs ABT
+201.3%
+1,335.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.5% |
| 7D | +1.4% | -5.9% | +7.3% | +4.2% |
| 30D | -3.6% | -8.1% | +4.5% | -0.1% |
| 3M | -10.2% | +14.5% | -24.7% | -17.6% |
| 6M | +54.2% | -6.3% | +60.5% | +56.2% |
| YTD | +75.2% | -17.1% | +92.3% | +88.6% |
| 1Y | +107.5% | -21.4% | +128.9% | +128.7% |
| 3Y | +226.8% | +5.9% | +220.8% | +188.1% |
| 5Y | +251.2% | -12.8% | +264.0% | +249.1% |
| All | +1,537.1% | +201.3% | +1,335.8% | +733.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling