+590.1%
ABBV vs JD
+26.7%
+563.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.8% | +5.2% | -2.4% | +2.4% |
| 30D | +7.0% | +4.5% | +2.5% | +6.6% |
| 3M | +19.2% | -15.4% | +34.7% | +20.6% |
| 6M | +47.8% | -6.0% | +53.8% | +48.1% |
| YTD | +32.5% | +2.2% | +30.3% | +31.9% |
| 1Y | +38.4% | -6.7% | +45.1% | +38.6% |
| 3Y | +134.3% | +20.5% | +113.8% | +126.3% |
| 5Y | +200.6% | -58.4% | +259.1% | +210.0% |
| 10Y | +590.1% | +32.5% | +557.6% | +498.9% |
| All | +590.1% | +26.7% | +563.4% | +498.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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