+51.6%
XOM vs ABT
-18.5%
+70.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +1.9% | -5.0% | +6.9% | +2.0% |
| 30D | +4.1% | -5.8% | +9.9% | +4.2% |
| 3M | +10.4% | +16.7% | -6.3% | +10.0% |
| 6M | +13.0% | -5.2% | +18.3% | +13.5% |
| YTD | +40.1% | -16.0% | +56.0% | +42.0% |
| All | +51.6% | -18.5% | +70.1% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling