+193.4%
JNJ vs ABT
+205.4%
-12.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -4.3% | -5.0% | +0.7% | -2.3% |
| 30D | +3.0% | -5.8% | +8.8% | +5.5% |
| 3M | +12.2% | +16.7% | -4.5% | +5.0% |
| 6M | +10.5% | -5.2% | +15.7% | +12.3% |
| YTD | +30.8% | -16.0% | +46.7% | +39.0% |
| 1Y | +54.9% | -18.3% | +73.2% | +66.3% |
| 3Y | +80.7% | +9.2% | +71.4% | +69.3% |
| 5Y | +83.4% | -11.6% | +95.0% | +85.6% |
| All | +193.4% | +205.4% | -12.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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