+110.7%
JNJ vs ABCL
-81.3%
+192.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | +2.7% | +0.7% | +2.0% | +2.7% |
| 30D | +7.4% | +93.1% | -85.7% | +6.2% |
| 3M | +21.2% | +79.4% | -58.2% | +20.0% |
| 6M | +13.4% | +214.9% | -201.5% | +11.3% |
| YTD | +35.1% | +234.2% | -199.1% | +32.3% |
| 1Y | +57.4% | +174.8% | -117.3% | +54.4% |
| 3Y | +86.8% | +104.5% | -17.7% | +82.8% |
| 5Y | +80.8% | -39.0% | +119.8% | +78.7% |
| All | +110.7% | -81.3% | +192.0% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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