+154.6%
JPM vs ABT
-11.0%
+165.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -2.3% | -5.0% | +2.6% | -0.9% |
| 30D | -2.3% | -5.8% | +3.5% | -0.7% |
| 3M | +14.9% | +16.7% | -1.9% | +8.8% |
| 6M | +23.6% | -5.2% | +28.9% | +25.4% |
| YTD | +11.3% | -16.0% | +27.3% | +17.4% |
| 1Y | +19.9% | -18.3% | +38.1% | +27.5% |
| 3Y | +162.6% | +9.2% | +153.4% | +141.3% |
| 5Y | +154.6% | -11.6% | +166.2% | +142.1% |
| All | +154.6% | -11.0% | +165.6% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling