+96.0%
ABT vs XLC
+141.1%
-45.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -4.7% | -1.4% | -3.3% | -4.0% |
| 30D | -3.1% | -0.9% | -2.2% | -2.7% |
| 3M | +16.1% | -0.3% | +16.5% | +16.1% |
| 6M | -5.3% | -5.2% | -0.2% | -2.9% |
| YTD | -14.4% | -5.3% | -9.1% | -12.4% |
| 1Y | -18.4% | -2.8% | -15.6% | -17.6% |
| 3Y | +11.2% | +71.2% | -60.0% | -20.1% |
| 5Y | -9.4% | +37.6% | -47.0% | -26.3% |
| All | +96.0% | +141.1% | -45.1% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling