+1,354.0%
ABBV vs XYL
+308.3%
+1,045.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.4% |
| 30D | +4.7% | -8.3% | +13.0% | +6.7% |
| 3M | +18.3% | -21.4% | +39.8% | +25.9% |
| 6M | +43.4% | -12.9% | +56.3% | +47.7% |
| YTD | +33.0% | -30.1% | +63.1% | +45.4% |
| 1Y | +30.8% | -35.2% | +66.0% | +46.3% |
| 3Y | +135.1% | -0.8% | +135.9% | +127.4% |
| 5Y | +201.2% | -23.2% | +224.5% | +209.7% |
| 10Y | +602.7% | +101.2% | +501.4% | +383.4% |
| All | +1,354.0% | +308.3% | +1,045.7% | +695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling