+335.7%
CSCO vs ABT
+222.7%
+113.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | +6.6% | -5.6% | +12.2% | +9.2% |
| 30D | -11.3% | +5.2% | -16.5% | -13.5% |
| 3M | -17.3% | -2.7% | -14.6% | -16.8% |
| 6M | +3.5% | +28.8% | -25.3% | -9.2% |
| YTD | +34.9% | -12.3% | +47.2% | +40.8% |
| 1Y | +40.5% | -14.7% | +55.2% | +48.5% |
| 3Y | +109.3% | +21.6% | +87.7% | +77.8% |
| 5Y | +105.9% | -7.8% | +113.6% | +101.5% |
| All | +335.7% | +222.7% | +113.0% | +116.1% |
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