+4,294.1%
XOM vs BAX
+862.9%
+3,431.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.7% |
| 7D | -2.4% | -2.4% | +0.1% | -1.8% |
| 30D | +5.7% | -9.7% | +15.4% | +8.2% |
| 3M | +6.6% | +29.3% | -22.7% | -0.9% |
| 6M | +7.7% | +40.7% | -33.0% | -2.8% |
| YTD | +36.2% | +30.3% | +5.9% | +24.4% |
| 1Y | +50.5% | +3.4% | +47.1% | +45.1% |
| 3Y | +53.4% | -32.0% | +85.4% | +60.5% |
| 5Y | +254.2% | -66.9% | +321.1% | +341.7% |
| 10Y | +177.9% | -37.1% | +215.0% | +187.6% |
| All | +4,294.1% | +862.9% | +3,431.2% | +2,451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling