+8,682.5%
JNJ vs ABT
+6,741.2%
+1,941.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.7% | -3.7% | +6.4% | +4.3% |
| 30D | +7.4% | +2.5% | +4.9% | +6.2% |
| 3M | +21.2% | +20.2% | +1.0% | +11.5% |
| 6M | +13.4% | -2.9% | +16.3% | +14.0% |
| YTD | +35.1% | -11.9% | +47.1% | +40.9% |
| 1Y | +57.4% | -16.5% | +74.0% | +67.7% |
| 3Y | +86.8% | +12.1% | +74.6% | +72.9% |
| 5Y | +80.8% | -7.4% | +88.2% | +78.8% |
| 10Y | +202.7% | +210.7% | -7.9% | +69.3% |
| All | +8,682.5% | +6,741.2% | +1,941.2% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling