+101.8%
ABT vs XLC
+143.7%
-42.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.7% | -0.8% | -2.8% | -3.3% |
| 30D | +2.5% | +1.0% | +1.4% | +1.9% |
| 3M | +20.2% | -0.7% | +20.9% | +20.4% |
| 6M | -2.9% | -5.1% | +2.2% | -0.5% |
| YTD | -11.9% | -4.3% | -7.6% | -10.3% |
| 1Y | -16.5% | -0.6% | -16.0% | -16.8% |
| 3Y | +12.1% | +72.7% | -60.6% | -19.8% |
| 5Y | -7.4% | +38.0% | -45.4% | -24.7% |
| All | +101.8% | +143.7% | -42.0% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling