+16.1%
JPM vs ABBV
+43.0%
-26.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +4.0% |
| 7D | +3.8% | +3.1% | +0.7% | +3.6% |
| 30D | +6.5% | +11.6% | -5.2% | +6.0% |
| 3M | -1.0% | +21.7% | -22.7% | -1.6% |
| 6M | +15.5% | +43.5% | -28.0% | +13.8% |
| YTD | +11.4% | +32.9% | -21.5% | +9.3% |
| 1Y | +16.1% | +40.7% | -24.6% | +12.3% |
| All | +16.1% | +43.0% | -26.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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