+504.9%
ABBV vs JBL
+1,558.3%
-1,053.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.2% |
| 7D | +0.3% | +2.4% | -2.2% | -0.1% |
| 30D | +3.4% | -13.1% | +16.5% | +5.1% |
| 3M | +15.2% | -15.6% | +30.8% | +17.2% |
| 6M | +14.7% | +24.6% | -9.9% | +9.3% |
| YTD | +15.2% | +39.6% | -24.4% | +7.5% |
| 1Y | +20.4% | +48.6% | -28.2% | +10.8% |
| 3Y | +91.3% | +197.3% | -105.9% | +51.0% |
| 5Y | +189.6% | +413.0% | -223.4% | +97.8% |
| All | +504.9% | +1,558.3% | -1,053.5% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling