+1,156.2%
ABBV vs XLI
+476.6%
+679.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +0.4% | -1.1% | +1.4% | +0.9% |
| 30D | +4.2% | -5.9% | +10.1% | +7.6% |
| 3M | +14.8% | -0.3% | +15.1% | +14.4% |
| 6M | +10.3% | +0.1% | +10.1% | +9.4% |
| YTD | +14.9% | +13.6% | +1.3% | +5.9% |
| 1Y | +24.1% | +17.2% | +7.0% | +12.3% |
| 3Y | +91.9% | +68.2% | +23.7% | +39.3% |
| 5Y | +176.0% | +80.7% | +95.3% | +88.5% |
| 10Y | +502.9% | +253.3% | +249.7% | +145.7% |
| All | +1,156.2% | +476.6% | +679.6% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling