+585.7%
JPM vs ABBV
+510.4%
+75.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.9% |
| 7D | -2.3% | -2.0% | -0.3% | -1.7% |
| 30D | -2.3% | +2.0% | -4.3% | -3.1% |
| 3M | +14.9% | +14.2% | +0.7% | +9.4% |
| 6M | +23.6% | +14.1% | +9.6% | +17.5% |
| YTD | +11.3% | +14.2% | -3.0% | +5.2% |
| 1Y | +19.9% | +24.2% | -4.3% | +9.5% |
| 3Y | +162.6% | +89.8% | +72.8% | +99.8% |
| 5Y | +154.6% | +187.2% | -32.6% | +61.7% |
| All | +585.7% | +510.4% | +75.3% | +234.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling