+504.9%
ABBV vs OXY
+7.5%
+497.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +0.3% | +2.8% | -2.6% | -0.1% |
| 30D | +3.4% | +5.5% | -2.1% | +2.7% |
| 3M | +15.2% | +11.3% | +3.9% | +13.7% |
| 6M | +14.7% | +11.6% | +3.1% | +12.8% |
| YTD | +15.2% | +51.6% | -36.4% | +9.1% |
| 1Y | +20.4% | +36.2% | -15.8% | +15.3% |
| 3Y | +91.3% | +1.7% | +89.6% | +87.9% |
| 5Y | +189.6% | +164.5% | +25.1% | +147.1% |
| All | +504.9% | +7.5% | +497.4% | +452.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling