+604.1%
ABBV vs XYL
+100.4%
+503.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.3% |
| 30D | +4.7% | -8.3% | +13.0% | +6.6% |
| 3M | +18.3% | -21.4% | +39.8% | +25.4% |
| 6M | +43.4% | -12.9% | +56.3% | +47.4% |
| YTD | +33.0% | -30.1% | +63.1% | +44.5% |
| 1Y | +30.8% | -35.2% | +66.0% | +45.2% |
| 3Y | +135.1% | -0.8% | +135.9% | +127.7% |
| 5Y | +201.2% | -23.2% | +224.5% | +210.3% |
| All | +604.1% | +100.4% | +503.7% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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