+114.0%
CSCO vs ABBV
+176.6%
-62.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | -0.5% | -4.3% | +3.8% | +0.2% |
| 30D | -10.1% | +1.1% | -11.2% | -10.3% |
| 3M | -11.7% | +12.3% | -24.1% | -14.1% |
| 6M | +40.1% | +9.8% | +30.3% | +36.7% |
| YTD | +43.8% | +11.5% | +32.3% | +39.7% |
| 1Y | +66.6% | +22.3% | +44.3% | +58.2% |
| 3Y | +108.5% | +85.2% | +23.3% | +75.4% |
| 5Y | +114.0% | +170.8% | -56.9% | +49.6% |
| All | +114.0% | +176.6% | -62.6% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling