+2,502.1%
SOXX vs ABT
+791.9%
+1,710.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -1.9% |
| 7D | +3.0% | -5.0% | +8.0% | +5.4% |
| 30D | -3.1% | -5.8% | +2.7% | -0.7% |
| 3M | -4.4% | +16.7% | -21.1% | -12.8% |
| 6M | +52.9% | -5.2% | +58.1% | +53.0% |
| YTD | +72.0% | -16.0% | +88.0% | +81.7% |
| 1Y | +105.1% | -18.3% | +123.4% | +118.4% |
| 3Y | +220.6% | +9.2% | +211.4% | +184.9% |
| 5Y | +244.8% | -11.6% | +256.4% | +241.3% |
| 10Y | +1,537.1% | +204.2% | +1,332.9% | +779.1% |
| All | +2,502.1% | +791.9% | +1,710.2% | +762.4% |
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 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