+30.0%
ABBV vs XLB
+21.4%
+8.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +2.2% | 0.0% | +2.1% | +2.1% |
| 30D | +8.0% | +5.3% | +2.7% | +7.2% |
| 3M | +19.1% | 0.0% | +19.1% | +19.2% |
| 6M | +43.5% | +1.2% | +42.3% | +43.4% |
| YTD | +32.7% | +16.9% | +15.8% | +28.6% |
| 1Y | +30.0% | +20.9% | +9.1% | +23.8% |
| All | +30.0% | +21.4% | +8.6% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling