+96.9%
CSCO vs ABT
-3.7%
+100.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -16.7% | +11.6% | -28.3% | -18.7% |
| 3M | -18.4% | +3.1% | -21.6% | -19.1% |
| 6M | +2.9% | +32.8% | -29.9% | -4.9% |
| YTD | +30.4% | -9.6% | +40.0% | +35.0% |
| 1Y | +41.4% | -10.4% | +51.7% | +46.6% |
| 3Y | +104.7% | +25.8% | +78.8% | +81.4% |
| 5Y | +96.9% | -3.4% | +100.4% | +98.2% |
| All | +96.9% | -3.7% | +100.6% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling