+643.2%
ABBV vs XLP
+126.4%
+516.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +2.0% |
| 7D | -1.2% | +0.7% | -2.0% | -1.8% |
| 30D | +8.0% | +10.3% | -2.2% | +0.6% |
| 3M | +20.2% | +6.5% | +13.7% | +14.6% |
| 6M | +44.0% | +8.4% | +35.6% | +35.5% |
| YTD | +31.3% | +18.2% | +13.1% | +15.7% |
| 1Y | +37.0% | +22.4% | +14.6% | +17.6% |
| 3Y | +128.0% | +41.9% | +86.1% | +76.1% |
| 5Y | +196.9% | +40.9% | +156.0% | +128.3% |
| All | +643.2% | +126.4% | +516.7% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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