+201.2%
ABT vs XLB
+162.9%
+38.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -5.0% | -3.5% | -1.5% | -3.1% |
| 30D | -5.8% | -4.7% | -1.1% | -3.3% |
| 3M | +16.7% | +2.7% | +14.0% | +14.9% |
| 6M | -5.2% | +2.6% | -7.8% | -7.0% |
| YTD | -16.0% | +12.8% | -28.8% | -22.1% |
| 1Y | -18.3% | +14.0% | -32.2% | -24.7% |
| 3Y | +9.2% | +31.5% | -22.2% | -9.0% |
| 5Y | -11.6% | +33.4% | -45.0% | -27.8% |
| All | +201.2% | +162.9% | +38.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling