+201.6%
ABBV vs XLP
+44.5%
+157.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.8% |
| 7D | +1.3% | +2.5% | -1.2% | -0.4% |
| 30D | +4.7% | +7.3% | -2.6% | -0.3% |
| 3M | +18.3% | +8.1% | +10.3% | +12.1% |
| 6M | +43.4% | +10.5% | +32.9% | +33.8% |
| YTD | +33.0% | +21.2% | +11.8% | +16.2% |
| 1Y | +30.8% | +22.7% | +8.1% | +13.2% |
| 3Y | +135.1% | +44.8% | +90.3% | +83.5% |
| All | +201.6% | +44.5% | +157.1% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling