+117.5%
XLK vs ABT
+9.1%
+108.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | -0.4% | -5.0% | +4.6% | -0.8% |
| 30D | -0.5% | -5.8% | +5.3% | -0.9% |
| 3M | +5.0% | +16.7% | -11.8% | +5.5% |
| 6M | +32.9% | -5.2% | +38.1% | +34.7% |
| YTD | +29.0% | -16.0% | +44.9% | +31.2% |
| 1Y | +37.8% | -18.3% | +56.1% | +40.4% |
| All | +117.5% | +9.1% | +108.4% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling