+590.9%
JPM vs ABT
+201.3%
+389.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.3% |
| 7D | -0.7% | -5.9% | +5.2% | +1.7% |
| 30D | -2.5% | -8.1% | +5.6% | +0.8% |
| 3M | +14.1% | +14.5% | -0.4% | +7.1% |
| 6M | +25.1% | -6.3% | +31.4% | +27.3% |
| YTD | +12.1% | -17.1% | +29.2% | +19.8% |
| 1Y | +18.8% | -21.4% | +40.2% | +29.6% |
| 3Y | +163.4% | +5.9% | +157.5% | +145.0% |
| 5Y | +156.5% | -12.8% | +169.3% | +158.1% |
| All | +590.9% | +201.3% | +389.6% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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