+10,848.8%
JPM vs ABT
+6,795.4%
+4,053.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | +3.3% | +6.0% | -2.8% | +0.6% |
| 3M | -4.2% | -1.9% | -2.3% | -3.7% |
| 6M | +16.4% | +31.2% | -14.8% | +2.5% |
| YTD | +9.5% | -11.2% | +20.7% | +13.1% |
| 1Y | +14.0% | -14.0% | +28.0% | +19.2% |
| 3Y | +153.1% | +20.7% | +132.4% | +124.4% |
| 5Y | +134.9% | -6.7% | +141.6% | +130.5% |
| 10Y | +485.7% | +226.3% | +259.5% | +222.8% |
| All | +10,848.8% | +6,795.4% | +4,053.4% | +1,702.6% |
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