+20.7%
XLK vs ABT
-4.8%
+25.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | +1.3% |
| 7D | -7.6% | +12.5% | -20.1% | -4.8% |
| 30D | -12.2% | +16.1% | -28.3% | -8.9% |
| 3M | -5.5% | +10.2% | -15.7% | -3.0% |
| 6M | +9.2% | +33.7% | -24.5% | +15.7% |
| YTD | +23.0% | -5.5% | +28.6% | +29.2% |
| 1Y | +20.7% | -5.9% | +26.6% | +27.0% |
| All | +20.7% | -4.8% | +25.5% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling