+200.6%
ABBV vs XLB
+30.8%
+169.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | +7.0% | +6.9% | 0.0% | +4.7% |
| 3M | +19.2% | -0.2% | +19.4% | +19.2% |
| 6M | +47.8% | +3.3% | +44.5% | +46.0% |
| YTD | +32.5% | +18.0% | +14.4% | +24.7% |
| 1Y | +38.4% | +24.2% | +14.2% | +27.9% |
| 3Y | +134.3% | +44.7% | +89.6% | +106.9% |
| 5Y | +200.6% | +31.6% | +169.1% | +169.4% |
| All | +200.6% | +30.8% | +169.8% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling