+187.4%
ABBV vs XYL
-16.2%
+203.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +3.4% | -11.9% | +15.3% | +5.6% |
| 3M | +15.2% | -1.5% | +16.8% | +15.4% |
| 6M | +14.7% | -11.9% | +26.6% | +17.0% |
| YTD | +15.2% | -20.6% | +35.8% | +19.3% |
| 1Y | +20.4% | -23.5% | +43.9% | +25.5% |
| 3Y | +91.3% | +14.9% | +76.5% | +85.3% |
| All | +187.4% | -16.2% | +203.6% | +175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling