+377.3%
CSCO vs ABBV
+498.3%
-121.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | 0.0% | -4.1% | +4.1% | +1.3% |
| 30D | -10.7% | +1.2% | -11.9% | -11.2% |
| 3M | -8.7% | +12.1% | -20.8% | -12.7% |
| 6M | +44.9% | +12.0% | +32.9% | +38.2% |
| YTD | +44.1% | +12.4% | +31.7% | +36.9% |
| 1Y | +65.9% | +22.9% | +42.9% | +52.1% |
| 3Y | +109.0% | +86.8% | +22.3% | +60.0% |
| 5Y | +114.8% | +181.0% | -66.3% | +36.4% |
| 10Y | +377.3% | +497.0% | -119.6% | +147.9% |
| All | +377.3% | +498.3% | -121.0% | +147.9% |
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