+181.0%
ABBV vs JCI
+111.9%
+69.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | -4.1% | +4.1% | -8.2% | -4.5% |
| 30D | +1.2% | -3.8% | +5.0% | +1.5% |
| 3M | +12.1% | -1.6% | +13.7% | +12.1% |
| 6M | +12.0% | +9.5% | +2.5% | +10.4% |
| YTD | +12.4% | +21.7% | -9.3% | +9.2% |
| 1Y | +22.9% | +37.1% | -14.2% | +17.5% |
| 3Y | +86.8% | +165.2% | -78.4% | +60.8% |
| 5Y | +181.0% | +110.3% | +70.7% | +146.7% |
| All | +181.0% | +111.9% | +69.1% | +146.7% |
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