Getting return on portfolio between 2 historic dates

General
1

Hello everyone,

I have a portfolio of 100 companies which are part of the S&P 500. I would like to get the return on investment between 01.01.2007 - 01.01.2008, 01.01.2007 - 01.01.2010 and 01.01.2007 - 2012. How do I go about this? I tried the simulated book function but the oldest I could do was 2016. Any advice?

Thank you!
Ole

2

Is this a static portfolio of 100 companies that doesn't change during this period, or is it a screen or ranking system that changes every once in a while?

3

Hi,

The Portfolio never changes, always the same 100 companies.

Thanks for you help

4

First, put them in a list. Go to Research -> Lists -> New -> Custom lists. Paste the tickers and save them. Give them a name (let's say it's "100companies").

Now go to a screen and use the rule InList("100companies"). In the top right put in the as-of date box 01/01/2007. Press "Run." You'll see an "End Date" box appear to the right of the as-of-date box. Choose "Custom." Then fill in the box to the right with one of the end dates that you want. Now press "re-run screen" and you'll see how each of your stocks performed over this period. Average them and you'll get the return on investment (unannualized).

You can also backtest this portfolio in the backtest tab. It will rebalance to equal weight every so often, depending on the rebalance frequency.

5

Hi there,
Oldest I can do is 2014. Any other way?
Thanks!