+896.5%
XLV vs ABT
+905.2%
-8.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -3.7% | -4.7% | +1.1% | -1.8% |
| 30D | -1.1% | -3.1% | +2.0% | +0.2% |
| 3M | +8.2% | +16.1% | -7.9% | +1.4% |
| 6M | +8.9% | -5.3% | +14.2% | +10.7% |
| YTD | +8.5% | -14.4% | +23.0% | +14.5% |
| 1Y | +22.3% | -18.4% | +40.7% | +31.4% |
| 3Y | +32.6% | +11.2% | +21.4% | +23.9% |
| 5Y | +34.4% | -9.4% | +43.8% | +35.4% |
| 10Y | +175.4% | +209.7% | -34.4% | +70.0% |
| All | +896.5% | +905.2% | -8.7% | +328.7% |
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 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