+29.1%
ABT vs XLP
+8.3%
+20.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.0% |
| 7D | +3.5% | +0.7% | +2.8% | +2.9% |
| 30D | +12.0% | +10.3% | +1.8% | +2.3% |
| 3M | +2.5% | +6.5% | -4.1% | -3.2% |
| 6M | +29.1% | +8.4% | +20.7% | +20.1% |
| All | +29.1% | +8.3% | +20.8% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling