+366.8%
CSCO vs ABT
+202.4%
+164.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.8% |
| 30D | -10.1% | -2.1% | -8.0% | -9.4% |
| 3M | -11.7% | +17.4% | -29.2% | -18.7% |
| 6M | +40.1% | -2.4% | +42.5% | +39.9% |
| YTD | +43.8% | -14.2% | +58.0% | +52.2% |
| 1Y | +66.6% | -18.3% | +84.9% | +80.1% |
| 3Y | +108.5% | +11.5% | +97.0% | +86.2% |
| 5Y | +114.0% | -9.9% | +123.8% | +112.0% |
| 10Y | +366.8% | +204.4% | +162.5% | +143.1% |
| All | +366.8% | +202.4% | +164.4% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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