+499.9%
ABBV vs XLB
+162.9%
+337.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.2% |
| 7D | -2.0% | -3.5% | +1.5% | -0.4% |
| 30D | +2.0% | -4.7% | +6.6% | +4.2% |
| 3M | +14.2% | +2.7% | +11.4% | +12.6% |
| 6M | +14.1% | +2.6% | +11.5% | +12.3% |
| YTD | +14.2% | +12.8% | +1.4% | +7.0% |
| 1Y | +24.2% | +14.0% | +10.3% | +15.7% |
| 3Y | +89.8% | +31.5% | +58.3% | +63.8% |
| 5Y | +187.2% | +33.4% | +153.8% | +140.5% |
| All | +499.9% | +162.9% | +337.0% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling