+148.7%
XLK vs ABT
-13.3%
+162.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +0.2% | -5.9% | +6.1% | +1.6% |
| 30D | -0.6% | -8.1% | +7.4% | +1.2% |
| 3M | +2.6% | +14.5% | -12.0% | -1.9% |
| 6M | +34.0% | -6.3% | +40.2% | +36.7% |
| YTD | +30.7% | -17.1% | +47.8% | +38.7% |
| 1Y | +39.2% | -21.4% | +60.6% | +50.4% |
| 3Y | +120.4% | +5.9% | +114.5% | +100.3% |
| All | +148.7% | -13.3% | +162.1% | +154.2% |
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