+1,156.2%
ABBV vs XOP
+8.6%
+1,147.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.4% | +2.6% | -2.2% | 0.0% |
| 30D | +4.2% | +15.4% | -11.3% | +1.7% |
| 3M | +14.8% | +12.1% | +2.8% | +12.5% |
| 6M | +10.3% | +19.7% | -9.4% | +6.5% |
| YTD | +14.9% | +52.4% | -37.5% | +6.3% |
| 1Y | +24.1% | +47.6% | -23.4% | +15.3% |
| 3Y | +91.9% | +34.4% | +57.6% | +79.0% |
| 5Y | +176.0% | +154.4% | +21.7% | +122.5% |
| 10Y | +502.9% | +54.7% | +448.3% | +386.8% |
| All | +1,156.2% | +8.6% | +1,147.6% | +977.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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