+60.5%
XOM vs ABBV
+91.6%
-31.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | +4.6% | +3.4% | +1.2% | +4.0% |
| 3M | +14.0% | +15.2% | -1.2% | +11.5% |
| 6M | +11.0% | +14.7% | -3.7% | +8.5% |
| YTD | +40.7% | +15.2% | +25.5% | +37.2% |
| 1Y | +52.3% | +20.4% | +31.9% | +46.6% |
| 3Y | +60.5% | +91.3% | -30.9% | +33.9% |
| All | +60.5% | +91.6% | -31.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling