+330.5%
CSCO vs ABT
+226.7%
+103.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.7% | +3.1% |
| 7D | -2.8% | -5.4% | +2.6% | -0.4% |
| 30D | -12.6% | +8.0% | -20.6% | -15.7% |
| 3M | -16.0% | +0.2% | -16.2% | -16.5% |
| 6M | +2.8% | +34.1% | -31.3% | -11.4% |
| YTD | +33.2% | -10.6% | +43.8% | +38.0% |
| 1Y | +43.1% | -11.8% | +54.9% | +49.1% |
| 3Y | +106.7% | +23.9% | +82.8% | +74.3% |
| 5Y | +103.6% | -5.1% | +108.7% | +96.5% |
| 10Y | +330.5% | +228.6% | +101.9% | +113.5% |
| All | +330.5% | +226.7% | +103.8% | +113.5% |
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