+918.4%
ABT vs XLP
+523.7%
+394.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | -3.7% | -1.0% | -2.7% | -2.8% |
| 30D | +2.5% | -0.9% | +3.4% | +3.3% |
| 3M | +20.2% | +3.8% | +16.4% | +16.4% |
| 6M | -2.9% | -1.7% | -1.2% | -1.5% |
| YTD | -11.9% | +10.3% | -22.2% | -19.4% |
| 1Y | -16.5% | +7.8% | -24.3% | -22.1% |
| 3Y | +12.1% | +27.2% | -15.1% | -10.1% |
| 5Y | -7.4% | +32.5% | -39.9% | -28.5% |
| 10Y | +210.7% | +101.8% | +108.9% | +65.2% |
| All | +918.4% | +523.7% | +394.8% | +106.5% |
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 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