+1,118.6%
ABBV vs OXY
+20.3%
+1,098.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.1% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | +1.1% | +8.5% | -7.4% | 0.0% |
| 3M | +12.3% | +6.0% | +6.3% | +11.3% |
| 6M | +9.8% | +13.0% | -3.2% | +7.6% |
| YTD | +11.5% | +48.9% | -37.4% | +5.0% |
| 1Y | +22.3% | +36.4% | -14.1% | +16.4% |
| 3Y | +85.2% | -2.3% | +87.5% | +82.4% |
| 5Y | +170.8% | +160.6% | +10.2% | +125.6% |
| 10Y | +485.4% | +2.0% | +483.5% | +440.6% |
| All | +1,118.6% | +20.3% | +1,098.2% | +1,100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling