+63.9%
CSCO vs ABBV
+24.6%
+39.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.5% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -10.1% | +4.2% | -14.3% | -10.1% |
| 3M | -15.7% | +14.8% | -30.5% | -16.8% |
| 6M | +36.3% | +10.3% | +26.0% | +33.9% |
| YTD | +43.8% | +14.9% | +28.9% | +41.3% |
| 1Y | +63.9% | +24.1% | +39.8% | +59.8% |
| All | +63.9% | +24.6% | +39.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 1y: compounded portfolio wealth divided by compounded ABBV 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…
1y analysis · Full analysis span regression · 6 months rolling