+6,642.4%
ABT vs JCI
+2,331.5%
+4,310.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -3.7% | +3.8% | -7.5% | -4.2% |
| 30D | +2.5% | -5.7% | +8.1% | +3.3% |
| 3M | +20.2% | -1.4% | +21.6% | +20.0% |
| 6M | -2.9% | +4.1% | -7.1% | -4.0% |
| YTD | -11.9% | +21.7% | -33.7% | -15.1% |
| 1Y | -16.5% | +36.1% | -52.7% | -21.0% |
| 3Y | +12.1% | +154.4% | -142.3% | -4.7% |
| 5Y | -7.4% | +112.0% | -119.4% | -19.6% |
| 10Y | +210.7% | +322.2% | -111.5% | +140.6% |
| All | +6,642.4% | +2,331.5% | +4,310.9% | +2,946.7% |
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 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