+1,118.6%
ABBV vs JBL
+1,685.8%
-567.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -4.3% | +4.4% | -8.7% | -4.9% |
| 30D | +1.1% | -8.4% | +9.6% | +2.2% |
| 3M | +12.3% | -14.2% | +26.5% | +14.1% |
| 6M | +9.8% | +29.6% | -19.8% | +3.4% |
| YTD | +11.5% | +37.1% | -25.6% | +3.6% |
| 1Y | +22.3% | +49.5% | -27.2% | +11.4% |
| 3Y | +85.2% | +192.7% | -107.5% | +43.4% |
| 5Y | +170.8% | +411.3% | -240.5% | +80.4% |
| 10Y | +485.4% | +1,447.6% | -962.2% | +178.4% |
| All | +1,118.6% | +1,685.8% | -567.2% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling