+198,812.8%
CSCO vs ABT
+7,134.6%
+191,678.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +1.0% | -5.6% | -5.0% |
| 30D | -17.1% | +11.6% | -28.7% | -20.6% |
| 3M | -19.6% | +2.3% | -21.9% | -20.7% |
| 6M | +2.4% | +32.7% | -30.3% | -9.0% |
| YTD | +29.8% | -9.6% | +39.4% | +32.2% |
| 1Y | +38.7% | -10.1% | +48.7% | +41.3% |
| 3Y | +101.3% | +25.2% | +76.1% | +77.8% |
| 5Y | +94.8% | -4.5% | +99.4% | +89.1% |
| 10Y | +324.2% | +228.3% | +95.9% | +160.0% |
| All | +198,812.8% | +7,134.6% | +191,678.1% | +28,413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling