+22.8%
ABT vs XLC
+63.7%
-40.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.0% | +6.2% | -5.3% | -0.3% |
| 30D | +11.6% | -2.4% | +14.0% | +12.0% |
| 3M | +2.3% | -3.3% | +5.6% | +2.9% |
| 6M | +32.7% | -7.3% | +40.1% | +34.4% |
| YTD | -9.6% | -7.6% | -2.0% | -8.5% |
| 1Y | -10.1% | -3.7% | -6.4% | -9.6% |
| All | +22.8% | +63.7% | -40.8% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling