+800.2%
ABBV vs JD
+46.1%
+754.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +5.6% | +4.2% | +1.3% | +5.2% |
| 3M | +18.7% | -12.8% | +31.4% | +19.9% |
| 6M | +47.4% | -8.8% | +56.2% | +48.2% |
| YTD | +33.0% | +0.5% | +32.5% | +32.5% |
| 1Y | +34.9% | -8.8% | +43.7% | +35.4% |
| 3Y | +135.2% | +18.6% | +116.6% | +126.4% |
| 5Y | +202.1% | -62.2% | +264.3% | +214.6% |
| 10Y | +602.6% | +32.2% | +570.3% | +481.1% |
| All | +800.2% | +46.1% | +754.0% | +638.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling