+30.8%
ABBV vs JCI
+14.5%
+16.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | 0.0% |
| 7D | +1.3% | +3.2% | -1.9% | +1.6% |
| 30D | +4.7% | -8.6% | +13.3% | +3.8% |
| 3M | +18.3% | -7.7% | +26.1% | +17.5% |
| 6M | +43.4% | -2.6% | +46.0% | +42.6% |
| YTD | +33.0% | +17.4% | +15.6% | +33.1% |
| 1Y | +30.8% | +16.9% | +13.9% | +30.2% |
| All | +30.8% | +14.5% | +16.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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