+604.1%
ABBV vs XLI
+225.1%
+379.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.3% | +3.8% | -2.5% | -0.5% |
| 30D | +4.7% | +1.0% | +3.7% | +4.1% |
| 3M | +18.3% | -8.9% | +27.3% | +23.3% |
| 6M | +43.4% | -2.3% | +45.7% | +43.9% |
| YTD | +33.0% | +9.7% | +23.3% | +25.5% |
| 1Y | +30.8% | +12.3% | +18.5% | +21.9% |
| 3Y | +135.1% | +71.5% | +63.7% | +74.3% |
| 5Y | +201.2% | +70.2% | +131.1% | +121.1% |
| All | +604.1% | +225.1% | +379.1% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling