+1,049.5%
JPM vs ABBV
+1,163.4%
-113.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -0.2% | +4.2% | -4.3% | -1.5% |
| 3M | +15.9% | +14.8% | +1.1% | +10.4% |
| 6M | +20.9% | +10.3% | +10.7% | +16.5% |
| YTD | +12.9% | +14.9% | -2.0% | +6.9% |
| 1Y | +20.3% | +24.1% | -3.8% | +10.6% |
| 3Y | +160.9% | +91.9% | +69.0% | +102.5% |
| 5Y | +154.8% | +176.0% | -21.2% | +72.1% |
| 10Y | +591.1% | +502.9% | +88.2% | +253.9% |
| All | +1,049.5% | +1,163.4% | -113.9% | +409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling