+92.5%
ABT vs XLC
+142.6%
-50.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -5.0% | -1.7% | -3.3% | -4.2% |
| 30D | -5.8% | +0.2% | -6.0% | -5.9% |
| 3M | +16.7% | +0.7% | +16.0% | +16.1% |
| 6M | -5.2% | -4.5% | -0.8% | -3.2% |
| YTD | -16.0% | -4.7% | -11.2% | -14.2% |
| 1Y | -18.3% | -1.5% | -16.8% | -18.1% |
| 3Y | +9.2% | +72.2% | -63.0% | -21.7% |
| 5Y | -11.6% | +39.3% | -50.9% | -28.6% |
| All | +92.5% | +142.6% | -50.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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