+40.7%
ABBV vs OXY
+45.4%
-4.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.1% |
| 7D | +3.1% | -8.8% | +11.9% | +3.1% |
| 30D | +11.6% | -1.7% | +13.3% | +11.7% |
| 3M | +21.7% | +4.5% | +17.1% | +21.8% |
| 6M | +43.5% | -4.0% | +47.5% | +43.3% |
| YTD | +32.9% | +41.4% | -8.5% | +35.2% |
| 1Y | +40.7% | +45.9% | -5.2% | +43.2% |
| All | +40.7% | +45.4% | -4.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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