+212.8%
XOM vs ABBV
+1,125.5%
-912.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.6% |
| 7D | -2.4% | -4.3% | +1.9% | -1.2% |
| 30D | +5.7% | +1.1% | +4.5% | +5.3% |
| 3M | +6.6% | +12.3% | -5.8% | +3.0% |
| 6M | +7.7% | +9.8% | -2.1% | +4.5% |
| YTD | +36.2% | +11.5% | +24.7% | +31.1% |
| 1Y | +50.5% | +22.3% | +28.2% | +40.5% |
| 3Y | +53.4% | +85.2% | -31.8% | +25.0% |
| 5Y | +254.2% | +170.8% | +83.4% | +154.4% |
| 10Y | +177.9% | +485.4% | -307.5% | +62.0% |
| All | +212.8% | +1,125.5% | -912.7% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling