+1,149.0%
ABBV vs JHX
+297.6%
+851.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.0% |
| 7D | -2.0% | -4.9% | +2.9% | -1.4% |
| 30D | +2.0% | -9.3% | +11.3% | +3.2% |
| 3M | +14.2% | +28.1% | -13.9% | +10.1% |
| 6M | +14.1% | +35.2% | -21.1% | +8.6% |
| YTD | +14.2% | +35.9% | -21.6% | +8.3% |
| 1Y | +24.2% | +42.5% | -18.3% | +16.6% |
| 3Y | +89.8% | -4.5% | +94.3% | +80.0% |
| 5Y | +187.2% | -27.1% | +214.3% | +181.2% |
| 10Y | +506.7% | +104.2% | +402.5% | +347.4% |
| All | +1,149.0% | +297.6% | +851.4% | +691.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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