+82.7%
JNJ vs ABT
-10.2%
+92.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.0% | -4.7% | +1.8% | -1.4% |
| 30D | +2.5% | -3.1% | +5.6% | +3.6% |
| 3M | +13.2% | +16.1% | -2.9% | +7.7% |
| 6M | +11.3% | -5.3% | +16.6% | +12.9% |
| YTD | +31.1% | -14.4% | +45.6% | +37.2% |
| 1Y | +54.3% | -18.4% | +72.7% | +63.9% |
| 3Y | +81.1% | +11.2% | +69.9% | +72.1% |
| 5Y | +82.7% | -9.4% | +92.1% | +82.4% |
| All | +82.7% | -10.2% | +92.9% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling