+4,294.1%
XOM vs ABT
+6,563.8%
-2,269.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.5% |
| 7D | -2.4% | -3.1% | +0.8% | -1.5% |
| 30D | +5.7% | -2.1% | +7.8% | +6.2% |
| 3M | +6.6% | +17.4% | -10.9% | +1.4% |
| 6M | +7.7% | -2.4% | +10.1% | +7.6% |
| YTD | +36.2% | -14.2% | +50.4% | +40.8% |
| 1Y | +50.5% | -18.3% | +68.8% | +57.5% |
| 3Y | +53.4% | +11.5% | +41.9% | +44.8% |
| 5Y | +254.2% | -9.9% | +264.1% | +250.8% |
| 10Y | +177.9% | +204.4% | -26.5% | +86.9% |
| All | +4,294.1% | +6,563.8% | -2,269.7% | +1,261.6% |
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