+602.8%
ABBV vs JD
+29.5%
+573.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +2.2% | -4.0% | +6.2% | +2.4% |
| 30D | +8.0% | +2.7% | +5.3% | +7.8% |
| 3M | +19.1% | -13.0% | +32.1% | +20.2% |
| 6M | +43.5% | -12.7% | +56.2% | +44.7% |
| YTD | +32.7% | -0.8% | +33.5% | +32.4% |
| 1Y | +30.0% | -8.9% | +38.9% | +30.5% |
| 3Y | +134.7% | +17.0% | +117.7% | +127.2% |
| 5Y | +200.6% | -63.5% | +264.1% | +215.7% |
| All | +602.8% | +29.5% | +573.3% | +515.5% |
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