+1,129.0%
ABBV vs XLU
+278.0%
+851.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | -4.1% | +0.6% | -4.8% | -4.4% |
| 30D | +1.2% | -0.4% | +1.6% | +1.3% |
| 3M | +12.1% | -1.7% | +13.8% | +12.9% |
| 6M | +12.0% | -7.1% | +19.1% | +15.4% |
| YTD | +12.4% | +1.9% | +10.5% | +11.3% |
| 1Y | +22.9% | +6.1% | +16.8% | +19.5% |
| 3Y | +86.8% | +48.8% | +38.0% | +56.3% |
| 5Y | +181.0% | +43.8% | +137.2% | +136.3% |
| 10Y | +497.0% | +143.2% | +353.8% | +293.5% |
| All | +1,129.0% | +278.0% | +851.0% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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