+247.9%
SOXX vs ABT
-13.3%
+261.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.1% |
| 7D | +1.4% | -5.9% | +7.3% | +2.6% |
| 30D | -3.6% | -8.1% | +4.5% | -2.0% |
| 3M | -10.2% | +14.5% | -24.7% | -14.2% |
| 6M | +54.2% | -6.3% | +60.5% | +58.1% |
| YTD | +75.2% | -17.1% | +92.3% | +87.6% |
| 1Y | +107.5% | -21.4% | +128.9% | +126.2% |
| 3Y | +226.8% | +5.9% | +220.8% | +194.3% |
| All | +247.9% | -13.3% | +261.2% | +253.4% |
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