+100.9%
JNJ vs ABBV
+201.3%
-100.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.5% | +1.3% | +2.2% | +3.0% |
| 30D | +12.5% | +4.7% | +7.8% | +10.7% |
| 3M | +9.6% | +18.3% | -8.8% | +3.4% |
| 6M | +25.3% | +43.4% | -18.0% | +10.9% |
| YTD | +40.3% | +33.0% | +7.3% | +26.8% |
| 1Y | +49.6% | +30.8% | +18.8% | +35.9% |
| 3Y | +110.8% | +135.1% | -24.3% | +51.8% |
| All | +100.9% | +201.3% | -100.4% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling