+40.7%
ABBV vs XLY
+3.2%
+37.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +3.0% |
| 7D | +3.1% | +6.1% | -3.0% | +3.0% |
| 30D | +11.6% | +10.8% | +0.8% | +11.5% |
| 3M | +21.7% | +3.6% | +18.0% | +21.6% |
| 6M | +43.5% | +4.4% | +39.2% | +43.9% |
| YTD | +32.9% | +3.1% | +29.8% | +31.0% |
| 1Y | +40.7% | +3.6% | +37.1% | +38.4% |
| All | +40.7% | +3.2% | +37.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling