+4,683.6%
CVX vs ABT
+6,741.2%
-2,057.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | -3.7% | +7.0% | +4.4% |
| 30D | +12.9% | +2.5% | +10.4% | +12.1% |
| 3M | +11.7% | +20.2% | -8.5% | +5.8% |
| 6M | +14.1% | -2.9% | +17.1% | +14.3% |
| YTD | +40.7% | -11.9% | +52.6% | +44.4% |
| 1Y | +37.5% | -16.5% | +54.0% | +43.0% |
| 3Y | +43.9% | +12.1% | +31.8% | +36.1% |
| 5Y | +161.5% | -7.4% | +168.9% | +157.4% |
| 10Y | +215.1% | +210.7% | +4.4% | +118.4% |
| All | +4,683.6% | +6,741.2% | -2,057.6% | +1,727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling