+4,790.9%
CVX vs ABT
+6,844.3%
-2,053.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.3% |
| 7D | -1.7% | -5.4% | +3.7% | -0.2% |
| 30D | -0.8% | +8.0% | -8.8% | -3.1% |
| 3M | +9.4% | +0.2% | +9.2% | +8.9% |
| 6M | +17.5% | +34.1% | -16.6% | +7.5% |
| YTD | +43.8% | -10.6% | +54.4% | +46.5% |
| 1Y | +41.9% | -11.8% | +53.7% | +45.0% |
| 3Y | +69.1% | +23.9% | +45.3% | +55.0% |
| 5Y | +128.3% | -5.1% | +133.4% | +122.8% |
| 10Y | +204.9% | +228.6% | -23.7% | +107.8% |
| All | +4,790.9% | +6,844.3% | -2,053.4% | +1,754.6% |
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