+1,156.2%
ABBV vs JCI
+599.2%
+557.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | +0.4% | +3.8% | -3.4% | -0.6% |
| 30D | +4.2% | -5.7% | +9.8% | +5.6% |
| 3M | +14.8% | -1.4% | +16.2% | +14.5% |
| 6M | +10.3% | +4.1% | +6.1% | +7.9% |
| YTD | +14.9% | +21.7% | -6.8% | +7.3% |
| 1Y | +24.1% | +36.1% | -12.0% | +11.9% |
| 3Y | +91.9% | +154.4% | -62.5% | +39.1% |
| 5Y | +176.0% | +112.0% | +64.0% | +107.6% |
| 10Y | +502.9% | +322.2% | +180.7% | +225.5% |
| All | +1,156.2% | +599.2% | +557.0% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling