+11,186.3%
JPM vs ABT
+6,741.2%
+4,445.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +1.9% |
| 30D | -0.2% | +2.5% | -2.6% | -1.3% |
| 3M | +15.9% | +20.2% | -4.3% | +6.3% |
| 6M | +20.9% | -2.9% | +23.9% | +21.1% |
| YTD | +12.9% | -11.9% | +24.8% | +17.3% |
| 1Y | +20.3% | -16.5% | +36.8% | +27.6% |
| 3Y | +160.9% | +12.1% | +148.8% | +139.0% |
| 5Y | +154.8% | -7.4% | +162.2% | +151.1% |
| 10Y | +591.1% | +210.7% | +380.4% | +289.2% |
| All | +11,186.3% | +6,741.2% | +4,445.1% | +1,769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling