+335.7%
CSCO vs ABBV
+598.0%
-262.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | +2.2% | +4.4% | +5.8% |
| 30D | -11.3% | +8.0% | -19.3% | -13.6% |
| 3M | -17.3% | +19.1% | -36.4% | -22.0% |
| 6M | +3.5% | +43.5% | -40.0% | -8.9% |
| YTD | +34.9% | +32.7% | +2.2% | +21.2% |
| 1Y | +40.5% | +30.0% | +10.5% | +27.1% |
| 3Y | +109.3% | +134.7% | -25.5% | +47.4% |
| 5Y | +105.9% | +200.7% | -94.8% | +28.0% |
| All | +335.7% | +598.0% | -262.3% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling