+54.9%
JNJ vs ABT
-19.8%
+74.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -4.3% | -5.0% | +0.7% | -3.3% |
| 30D | +3.0% | -5.8% | +8.8% | +4.4% |
| 3M | +12.2% | +16.7% | -4.5% | +9.1% |
| 6M | +10.5% | -5.2% | +15.7% | +10.1% |
| YTD | +30.8% | -16.0% | +46.7% | +32.2% |
| 1Y | +54.9% | -18.3% | +73.2% | +56.6% |
| All | +54.9% | -19.8% | +74.7% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling