+914.5%
ABT vs XLP
+575.8%
+338.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.5% |
| 7D | -5.6% | -0.2% | -5.4% | -5.4% |
| 30D | +5.2% | +8.2% | -3.0% | -1.8% |
| 3M | -2.7% | +7.7% | -10.4% | -8.9% |
| 6M | +28.8% | +9.3% | +19.5% | +19.2% |
| YTD | -12.3% | +19.5% | -31.8% | -25.2% |
| 1Y | -14.7% | +21.0% | -35.7% | -28.0% |
| 3Y | +21.6% | +43.2% | -21.7% | -12.1% |
| 5Y | -7.8% | +42.7% | -50.5% | -33.2% |
| 10Y | +222.5% | +135.7% | +86.7% | +49.8% |
| All | +914.5% | +575.8% | +338.7% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling