+135.1%
ABBV vs XLC
+64.9%
+70.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.1% | +3.5% | -3.4% | -0.6% |
| 30D | +5.6% | -2.6% | +8.1% | +6.0% |
| 3M | +18.7% | -2.1% | +20.8% | +19.0% |
| 6M | +47.4% | -5.5% | +52.9% | +49.0% |
| YTD | +33.0% | -6.9% | +39.9% | +34.7% |
| 1Y | +34.9% | -3.7% | +38.7% | +35.5% |
| All | +135.1% | +64.9% | +70.1% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling