+108.1%
CSCO vs ABT
+13.1%
+95.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | -3.7% | +3.0% | -0.4% |
| 30D | -10.1% | +2.5% | -12.6% | -10.3% |
| 3M | -15.7% | +20.2% | -35.9% | -17.1% |
| 6M | +36.3% | -2.9% | +39.2% | +38.4% |
| YTD | +43.8% | -11.9% | +55.8% | +48.2% |
| 1Y | +63.9% | -16.5% | +80.5% | +70.6% |
| All | +108.1% | +13.1% | +95.1% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling