+217.2%
CVX vs ABBV
+510.4%
-293.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | +9.1% | +2.0% | +7.2% | +8.4% |
| 3M | +13.1% | +14.2% | -1.1% | +7.8% |
| 6M | +16.3% | +14.1% | +2.2% | +10.5% |
| YTD | +43.5% | +14.2% | +29.3% | +35.7% |
| 1Y | +40.2% | +24.2% | +15.9% | +27.8% |
| 3Y | +44.2% | +89.8% | -45.5% | +9.6% |
| 5Y | +170.6% | +187.2% | -16.6% | +68.8% |
| All | +217.2% | +510.4% | -293.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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