+2,650.1%
TSLA vs ABT
+205.4%
+2,444.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -3.4% | -5.0% | +1.6% | -1.3% |
| 30D | +9.2% | -5.8% | +15.0% | +11.9% |
| 3M | -4.7% | +16.7% | -21.5% | -12.1% |
| 6M | -8.9% | -5.2% | -3.7% | -7.8% |
| YTD | -19.2% | -16.0% | -3.2% | -13.8% |
| 1Y | +4.5% | -18.3% | +22.8% | +12.5% |
| 3Y | +46.3% | +9.2% | +37.1% | +28.4% |
| 5Y | +48.1% | -11.6% | +59.7% | +46.5% |
| All | +2,650.1% | +205.4% | +2,444.6% | +1,411.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling