-4.2%
ABT vs XLP
+40.8%
-45.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.2% |
| 7D | +3.5% | +0.7% | +2.8% | +3.0% |
| 30D | +12.0% | +10.3% | +1.8% | +3.4% |
| 3M | +2.5% | +6.5% | -4.1% | -2.8% |
| 6M | +29.1% | +8.4% | +20.7% | +20.9% |
| YTD | -10.1% | +18.2% | -28.3% | -21.9% |
| 1Y | -9.8% | +22.4% | -32.3% | -23.9% |
| 3Y | +23.3% | +41.9% | -18.6% | -9.3% |
| All | -4.2% | +40.8% | -45.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling