+706.3%
CSCO vs ABBV
+1,163.4%
-457.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.0% |
| 7D | -0.7% | +0.4% | -1.0% | -0.8% |
| 30D | -10.1% | +4.2% | -14.3% | -11.3% |
| 3M | -15.7% | +14.8% | -30.5% | -19.6% |
| 6M | +36.3% | +10.3% | +26.0% | +31.4% |
| YTD | +43.8% | +14.9% | +28.9% | +36.5% |
| 1Y | +63.9% | +24.1% | +39.8% | +51.4% |
| 3Y | +104.4% | +91.9% | +12.4% | +60.9% |
| 5Y | +111.4% | +176.0% | -64.7% | +45.4% |
| 10Y | +361.7% | +502.9% | -141.3% | +151.2% |
| All | +706.3% | +1,163.4% | -457.1% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling