+103.4%
ABT vs XLC
+137.2%
-33.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -1.3% | +3.7% | -5.0% | -3.1% |
| 30D | +6.0% | -1.9% | +8.0% | +7.0% |
| 3M | -1.9% | -3.1% | +1.2% | -0.5% |
| 6M | +31.2% | -6.4% | +37.5% | +35.2% |
| YTD | -11.2% | -6.8% | -4.4% | -8.5% |
| 1Y | -14.0% | -1.7% | -12.3% | -13.8% |
| 3Y | +20.7% | +64.7% | -44.0% | -11.3% |
| 5Y | -6.7% | +41.1% | -47.8% | -25.6% |
| All | +103.4% | +137.2% | -33.9% | +2.2% |
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