+251.2%
CVX vs ABBV
+1,362.3%
-1,111.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | -1.0% | +4.7% | -5.7% | -2.4% |
| 3M | +12.2% | +18.3% | -6.2% | +6.4% |
| 6M | +20.3% | +43.4% | -23.0% | +7.1% |
| YTD | +48.3% | +33.0% | +15.3% | +34.3% |
| 1Y | +46.9% | +30.8% | +16.1% | +33.6% |
| 3Y | +73.1% | +135.1% | -62.0% | +26.5% |
| 5Y | +135.2% | +201.2% | -66.0% | +54.9% |
| 10Y | +214.4% | +602.7% | -388.3% | +58.8% |
| All | +251.2% | +1,362.3% | -1,111.1% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling