+191.6%
XOM vs ABBV
+510.4%
-318.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | +1.9% | -2.0% | +3.9% | +2.5% |
| 30D | +4.1% | +2.0% | +2.1% | +3.4% |
| 3M | +10.4% | +14.2% | -3.8% | +5.8% |
| 6M | +13.0% | +14.1% | -1.0% | +8.1% |
| YTD | +40.1% | +14.2% | +25.8% | +33.3% |
| 1Y | +51.1% | +24.2% | +26.9% | +39.3% |
| 3Y | +57.7% | +89.8% | -32.1% | +23.7% |
| 5Y | +264.7% | +187.2% | +77.6% | +141.8% |
| All | +191.6% | +510.4% | -318.8% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling