+19.9%
JPM vs ABT
-19.8%
+39.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -2.3% | -5.0% | +2.6% | -2.0% |
| 30D | -2.3% | -5.8% | +3.5% | -1.9% |
| 3M | +14.9% | +16.7% | -1.9% | +13.1% |
| 6M | +23.6% | -5.2% | +28.9% | +23.9% |
| YTD | +11.3% | -16.0% | +27.3% | +13.1% |
| 1Y | +19.9% | -18.3% | +38.1% | +21.0% |
| All | +19.9% | -19.8% | +39.7% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling