+233.2%
CVX vs ABBV
+1,163.4%
-930.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.8% |
| 7D | +3.3% | +0.4% | +3.0% | +3.2% |
| 30D | +12.9% | +4.2% | +8.7% | +11.4% |
| 3M | +11.7% | +14.8% | -3.1% | +6.7% |
| 6M | +14.1% | +10.3% | +3.9% | +10.1% |
| YTD | +40.7% | +14.9% | +25.8% | +33.4% |
| 1Y | +37.5% | +24.1% | +13.4% | +26.5% |
| 3Y | +43.9% | +91.9% | -48.0% | +12.3% |
| 5Y | +161.5% | +176.0% | -14.6% | +76.4% |
| 10Y | +215.1% | +502.9% | -287.8% | +66.7% |
| All | +233.2% | +1,163.4% | -930.2% | +54.8% |
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