+1,117.4%
XLI vs ABT
+934.8%
+182.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -1.1% | -3.7% | +2.6% | +0.2% |
| 30D | -5.9% | +2.5% | -8.4% | -6.9% |
| 3M | -0.3% | +20.2% | -20.4% | -7.1% |
| 6M | +0.1% | -2.9% | +3.1% | +0.4% |
| YTD | +13.6% | -11.9% | +25.5% | +17.5% |
| 1Y | +17.2% | -16.5% | +33.7% | +23.4% |
| 3Y | +68.2% | +12.1% | +56.1% | +56.5% |
| 5Y | +80.7% | -7.4% | +88.1% | +78.8% |
| 10Y | +253.3% | +210.7% | +42.6% | +123.9% |
| All | +1,117.4% | +934.8% | +182.6% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling