+203.0%
ABBV vs JBHT
+20.5%
+182.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.4% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +6.7% | -2.2% | +8.9% | +6.9% |
| 3M | +19.9% | -16.5% | +36.4% | +21.8% |
| 6M | +47.5% | -8.4% | +55.9% | +48.2% |
| YTD | +32.2% | +16.1% | +16.1% | +29.1% |
| 1Y | +37.8% | +31.9% | +5.9% | +32.5% |
| 3Y | +134.8% | +34.1% | +100.7% | +121.2% |
| 5Y | +203.0% | +20.1% | +182.9% | +181.7% |
| All | +203.0% | +20.5% | +182.5% | +181.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling