+677.9%
ABBV vs JD
+48.3%
+629.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.6% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +4.2% | -13.2% | +17.3% | +5.3% |
| 3M | +14.8% | -3.2% | +18.0% | +15.0% |
| 6M | +10.3% | +15.2% | -5.0% | +8.8% |
| YTD | +14.9% | +2.0% | +12.9% | +14.4% |
| 1Y | +24.1% | -5.4% | +29.5% | +24.2% |
| 3Y | +91.9% | -9.1% | +101.0% | +89.1% |
| 5Y | +176.0% | -59.6% | +235.7% | +184.2% |
| 10Y | +502.9% | +26.2% | +476.7% | +401.6% |
| All | +677.9% | +48.3% | +629.6% | +537.5% |
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 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