+25.9%
CSCO vs ABT
-13.5%
+39.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.1% |
| 7D | +1.9% | -1.3% | +3.2% | +1.8% |
| 30D | -15.8% | +6.0% | -21.9% | -15.0% |
| 3M | -15.4% | -1.9% | -13.5% | -15.0% |
| 6M | -5.4% | +31.2% | -36.6% | -3.6% |
| YTD | +26.5% | -11.2% | +37.7% | +29.5% |
| 1Y | +25.9% | -14.0% | +39.8% | +28.9% |
| All | +25.9% | -13.5% | +39.3% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling