+465.0%
JPM vs ABBV
+599.4%
-134.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +1.3% | +2.2% | +3.1% |
| 30D | +3.3% | +4.7% | -1.5% | +1.7% |
| 3M | -4.2% | +18.3% | -22.5% | -9.4% |
| 6M | +16.4% | +43.4% | -27.0% | +2.8% |
| YTD | +9.5% | +33.0% | -23.5% | -1.5% |
| 1Y | +14.0% | +30.8% | -16.8% | +3.1% |
| 3Y | +153.1% | +135.1% | +17.9% | +79.0% |
| 5Y | +134.9% | +201.2% | -66.4% | +48.2% |
| All | +465.0% | +599.4% | -134.4% | +179.8% |
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