+602.8%
ABBV vs XLB
+164.1%
+438.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +8.0% | +5.3% | +2.7% | +5.4% |
| 3M | +19.1% | 0.0% | +19.1% | +19.0% |
| 6M | +43.5% | +1.2% | +42.3% | +42.3% |
| YTD | +32.7% | +16.9% | +15.8% | +22.3% |
| 1Y | +30.0% | +20.9% | +9.1% | +17.9% |
| 3Y | +134.7% | +43.3% | +91.4% | +94.9% |
| 5Y | +200.7% | +28.3% | +172.3% | +158.9% |
| All | +602.8% | +164.1% | +438.6% | +330.8% |
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