+110.7%
CSCO vs ABBV
+134.7%
-24.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | +2.2% | +4.4% | +6.3% |
| 30D | -11.3% | +8.0% | -19.3% | -12.0% |
| 3M | -17.3% | +19.1% | -36.4% | -18.8% |
| 6M | +3.5% | +43.5% | -40.0% | -1.5% |
| YTD | +34.9% | +32.7% | +2.2% | +29.6% |
| 1Y | +40.5% | +30.0% | +10.5% | +35.4% |
| All | +110.7% | +134.7% | -24.1% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling