+504.9%
ABBV vs XLY
+220.9%
+284.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +0.3% | -1.7% | +2.0% | +0.8% |
| 30D | +3.4% | -4.2% | +7.5% | +4.8% |
| 3M | +15.2% | -2.7% | +17.9% | +15.9% |
| 6M | +14.7% | -0.6% | +15.3% | +14.3% |
| YTD | +15.2% | -5.0% | +20.2% | +16.4% |
| 1Y | +20.4% | -4.1% | +24.5% | +20.9% |
| 3Y | +91.3% | +33.6% | +57.7% | +66.5% |
| 5Y | +189.6% | +28.7% | +160.9% | +148.4% |
| All | +504.9% | +220.9% | +284.0% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling