+22.9%
ABBV vs JD
-15.3%
+38.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.0% |
| 7D | -4.1% | -3.0% | -1.1% | -4.0% |
| 30D | +1.2% | -19.3% | +20.5% | +2.0% |
| 3M | +12.1% | -6.0% | +18.1% | +12.3% |
| 6M | +12.0% | +1.8% | +10.2% | +11.8% |
| YTD | +12.4% | -2.6% | +15.0% | +12.4% |
| 1Y | +22.9% | -17.4% | +40.4% | +24.7% |
| All | +22.9% | -15.3% | +38.3% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling