+214.5%
CVX vs ABT
+226.5%
-12.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.3% |
| 7D | +3.4% | -1.3% | +4.7% | +3.8% |
| 30D | -1.0% | +6.0% | -7.0% | -3.1% |
| 3M | +12.2% | -1.9% | +14.1% | +12.4% |
| 6M | +20.3% | +31.2% | -10.8% | +8.9% |
| YTD | +48.3% | -11.2% | +59.5% | +52.6% |
| 1Y | +46.9% | -14.0% | +60.9% | +52.8% |
| 3Y | +73.1% | +20.7% | +52.4% | +54.7% |
| 5Y | +135.2% | -6.7% | +141.9% | +129.5% |
| All | +214.5% | +226.5% | -12.0% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling