-11.6%
ABT vs OXY
+157.9%
-169.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.0% | +1.4% | -6.4% | -5.0% |
| 30D | -5.8% | +4.0% | -9.8% | -6.0% |
| 3M | +16.7% | +7.6% | +9.1% | +16.3% |
| 6M | -5.2% | +16.2% | -21.4% | -6.1% |
| YTD | -16.0% | +50.8% | -66.8% | -17.9% |
| 1Y | -18.3% | +34.7% | -52.9% | -19.7% |
| 3Y | +9.2% | -1.0% | +10.2% | +8.2% |
| 5Y | -11.6% | +163.2% | -174.7% | -9.7% |
| All | -11.6% | +157.9% | -169.5% | -9.7% |
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