+228.3%
ABT vs XLP
+129.0%
+99.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +1.0% | +2.3% | -1.4% | -1.0% |
| 30D | +11.6% | +9.1% | +2.5% | +3.4% |
| 3M | +2.3% | +7.9% | -5.5% | -4.3% |
| 6M | +32.7% | +9.6% | +23.1% | +22.5% |
| YTD | -9.6% | +19.4% | -29.1% | -23.0% |
| 1Y | -10.1% | +22.4% | -32.4% | -25.0% |
| 3Y | +25.2% | +43.2% | -18.0% | -10.1% |
| 5Y | -4.5% | +42.6% | -47.1% | -31.4% |
| 10Y | +228.3% | +135.4% | +92.8% | +58.5% |
| All | +228.3% | +129.0% | +99.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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