+187.2%
ABBV vs XLI
+78.7%
+108.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | +2.0% | -8.2% | +10.1% | +4.6% |
| 3M | +14.2% | +0.8% | +13.4% | +13.4% |
| 6M | +14.1% | +0.8% | +13.2% | +13.1% |
| YTD | +14.2% | +10.5% | +3.7% | +9.6% |
| 1Y | +24.2% | +14.1% | +10.1% | +17.7% |
| 3Y | +89.8% | +68.6% | +21.2% | +56.1% |
| 5Y | +187.2% | +80.4% | +106.8% | +126.6% |
| All | +187.2% | +78.7% | +108.5% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling