+187.2%
ABBV vs OXY
+157.9%
+29.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.0% | +1.4% | -3.4% | -2.1% |
| 30D | +2.0% | +4.0% | -2.1% | +1.6% |
| 3M | +14.2% | +7.6% | +6.6% | +13.4% |
| 6M | +14.1% | +16.2% | -2.1% | +12.3% |
| YTD | +14.2% | +50.8% | -36.6% | +9.8% |
| 1Y | +24.2% | +34.7% | -10.5% | +20.5% |
| 3Y | +89.8% | -1.0% | +90.8% | +86.6% |
| 5Y | +187.2% | +163.2% | +24.0% | +164.7% |
| All | +187.2% | +157.9% | +29.3% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling