+268.5%
ABBV vs XLC
+142.6%
+125.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | +2.0% | +0.2% | +1.8% | +1.9% |
| 3M | +14.2% | +0.7% | +13.5% | +13.5% |
| 6M | +14.1% | -4.5% | +18.5% | +15.6% |
| YTD | +14.2% | -4.7% | +19.0% | +15.8% |
| 1Y | +24.2% | -1.5% | +25.7% | +24.2% |
| 3Y | +89.8% | +72.2% | +17.6% | +50.8% |
| 5Y | +187.2% | +39.3% | +147.9% | +154.1% |
| All | +268.5% | +142.6% | +125.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling