+270.6%
ABBV vs XLC
+143.7%
+126.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +4.2% | +1.0% | +3.1% | +3.7% |
| 3M | +14.8% | -0.7% | +15.5% | +14.8% |
| 6M | +10.3% | -5.1% | +15.4% | +12.1% |
| YTD | +14.9% | -4.3% | +19.2% | +16.3% |
| 1Y | +24.1% | -0.6% | +24.7% | +23.7% |
| 3Y | +91.9% | +72.7% | +19.2% | +52.4% |
| 5Y | +176.0% | +38.0% | +138.0% | +146.0% |
| All | +270.6% | +143.7% | +126.8% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling