+80.9%
XLI vs ABT
-10.2%
+91.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | -4.7% | +4.2% | +0.8% |
| 30D | -6.9% | -3.1% | -3.8% | -6.2% |
| 3M | -1.9% | +16.1% | -18.1% | -6.6% |
| 6M | +1.0% | -5.3% | +6.4% | +2.6% |
| YTD | +11.3% | -14.4% | +25.8% | +16.5% |
| 1Y | +15.8% | -18.4% | +34.2% | +23.0% |
| 3Y | +69.8% | +11.2% | +58.6% | +57.3% |
| 5Y | +80.9% | -9.4% | +90.3% | +77.6% |
| All | +80.9% | -10.2% | +91.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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