+499.9%
ABBV vs XYL
+149.5%
+350.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | +2.0% | -13.2% | +15.1% | +5.9% |
| 3M | +14.2% | -0.2% | +14.3% | +13.9% |
| 6M | +14.1% | -12.5% | +26.6% | +17.8% |
| YTD | +14.2% | -20.9% | +35.1% | +20.9% |
| 1Y | +24.2% | -21.6% | +45.8% | +31.8% |
| 3Y | +89.8% | +16.1% | +73.7% | +76.9% |
| 5Y | +187.2% | -15.6% | +202.8% | +190.4% |
| All | +499.9% | +149.5% | +350.4% | +306.0% |
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