+197.1%
ABT vs XLY
+220.9%
-23.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -5.9% | -1.7% | -4.2% | -5.1% |
| 30D | -8.1% | -4.2% | -3.9% | -6.3% |
| 3M | +14.5% | -2.7% | +17.2% | +15.6% |
| 6M | -6.3% | -0.6% | -5.6% | -6.6% |
| YTD | -17.1% | -5.0% | -12.1% | -15.8% |
| 1Y | -21.4% | -4.1% | -17.3% | -20.7% |
| 3Y | +5.9% | +33.6% | -27.7% | -12.8% |
| 5Y | -12.8% | +28.7% | -41.5% | -29.0% |
| All | +197.1% | +220.9% | -23.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling