+152.5%
JPM vs ABBV
+187.7%
-35.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -2.5% | +3.4% | -5.8% | -3.2% |
| 3M | +14.1% | +15.2% | -1.1% | +10.2% |
| 6M | +25.1% | +14.7% | +10.4% | +20.7% |
| YTD | +12.1% | +15.2% | -3.1% | +7.8% |
| 1Y | +18.8% | +20.4% | -1.6% | +12.5% |
| 3Y | +163.4% | +91.3% | +72.1% | +110.7% |
| All | +152.5% | +187.7% | -35.1% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling