+200.7%
ABBV vs JCI
+103.8%
+96.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +2.2% | +8.4% | -6.3% | +1.5% |
| 30D | +8.0% | -8.9% | +16.9% | +8.6% |
| 3M | +19.1% | -6.4% | +25.5% | +19.4% |
| 6M | +43.5% | +1.6% | +41.9% | +42.4% |
| YTD | +32.7% | +20.1% | +12.7% | +28.8% |
| 1Y | +30.0% | +17.2% | +12.8% | +26.6% |
| 3Y | +134.7% | +190.7% | -56.0% | +99.2% |
| 5Y | +200.7% | +99.9% | +100.8% | +164.4% |
| All | +200.7% | +103.8% | +96.8% | +164.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling