+37.5%
CVX vs ABT
-16.1%
+53.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +3.3% | -3.7% | +7.0% | +3.5% |
| 30D | +12.9% | +2.5% | +10.4% | +12.8% |
| 3M | +11.7% | +20.2% | -8.5% | +10.9% |
| 6M | +14.1% | -2.9% | +17.1% | +13.6% |
| YTD | +40.7% | -11.9% | +52.6% | +40.2% |
| 1Y | +37.5% | -16.5% | +54.0% | +36.7% |
| All | +37.5% | -16.1% | +53.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling