+128.0%
ABBV vs JBHT
+27.4%
+100.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | -1.2% | -1.6% | +0.4% | -1.1% |
| 30D | +8.0% | -2.3% | +10.3% | +8.2% |
| 3M | +20.2% | -18.5% | +38.6% | +22.2% |
| 6M | +44.0% | -11.3% | +55.2% | +45.1% |
| YTD | +31.3% | +12.6% | +18.7% | +28.6% |
| 1Y | +37.0% | +29.8% | +7.2% | +31.7% |
| 3Y | +128.0% | +28.1% | +99.9% | +110.7% |
| All | +128.0% | +27.4% | +100.6% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 3y: compounded portfolio wealth divided by compounded JBHT 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…
3y analysis · Full analysis span regression · 6 months rolling