+495.1%
ABBV vs XLP
+101.7%
+393.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +0.4% | -1.0% | +1.4% | +1.1% |
| 30D | +4.2% | -0.9% | +5.0% | +4.8% |
| 3M | +14.8% | +3.8% | +11.0% | +11.7% |
| 6M | +10.3% | -1.7% | +12.0% | +11.5% |
| YTD | +14.9% | +10.3% | +4.6% | +6.6% |
| 1Y | +24.1% | +7.8% | +16.3% | +17.1% |
| 3Y | +91.9% | +27.2% | +64.7% | +60.6% |
| 5Y | +176.0% | +32.5% | +143.5% | +122.1% |
| All | +495.1% | +101.7% | +393.3% | +262.0% |
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