-7.0%
ABT vs XLP
+32.7%
-39.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.2% |
| 7D | -3.7% | -1.0% | -2.7% | -2.9% |
| 30D | +2.5% | -0.9% | +3.4% | +3.2% |
| 3M | +20.2% | +3.8% | +16.4% | +16.7% |
| 6M | -2.9% | -1.7% | -1.2% | -1.6% |
| YTD | -11.9% | +10.3% | -22.2% | -18.9% |
| 1Y | -16.5% | +7.8% | -24.3% | -21.7% |
| 3Y | +12.1% | +27.2% | -15.1% | -9.2% |
| All | -7.0% | +32.7% | -39.8% | -28.5% |
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 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