+6,695.8%
ABT vs JCI
+2,244.0%
+4,451.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.5% |
| 7D | -1.3% | +3.2% | -4.5% | -1.8% |
| 30D | +6.0% | -8.6% | +14.6% | +7.1% |
| 3M | -1.9% | -7.7% | +5.9% | -1.2% |
| 6M | +31.2% | -2.6% | +33.7% | +30.5% |
| YTD | -11.2% | +17.4% | -28.6% | -14.3% |
| 1Y | -14.0% | +16.9% | -30.9% | -16.9% |
| 3Y | +20.7% | +186.7% | -166.1% | +0.4% |
| 5Y | -6.7% | +95.4% | -102.0% | -18.3% |
| 10Y | +226.3% | +292.7% | -66.5% | +154.2% |
| All | +6,695.8% | +2,244.0% | +4,451.9% | +2,973.9% |
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