+187.2%
ABBV vs JBL
+390.6%
-203.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.7% |
| 7D | -2.0% | -1.0% | -1.0% | -2.0% |
| 30D | +2.0% | -15.1% | +17.0% | +2.3% |
| 3M | +14.2% | -14.0% | +28.2% | +14.5% |
| 6M | +14.1% | +20.6% | -6.6% | +12.1% |
| YTD | +14.2% | +32.9% | -18.7% | +11.6% |
| 1Y | +24.2% | +40.5% | -16.3% | +20.8% |
| 3Y | +89.8% | +183.7% | -93.9% | +75.6% |
| 5Y | +187.2% | +388.3% | -201.2% | +150.6% |
| All | +187.2% | +390.6% | -203.4% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling