+192.5%
JNJ vs ABBV
+515.4%
-322.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +2.3% | +3.4% | -1.0% | +1.2% |
| 3M | +12.0% | +15.2% | -3.2% | +7.0% |
| 6M | +10.5% | +14.7% | -4.2% | +5.5% |
| YTD | +30.4% | +15.2% | +15.2% | +24.1% |
| 1Y | +52.1% | +20.4% | +31.8% | +42.4% |
| 3Y | +77.8% | +91.3% | -13.5% | +41.3% |
| 5Y | +82.9% | +189.6% | -106.7% | +26.4% |
| All | +192.5% | +515.4% | -322.9% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 10y: compounded portfolio wealth divided by compounded ABBV 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…
10y analysis · Full analysis span regression · 6 months rolling