+228.1%
ABBV vs JOBY
-41.1%
+269.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +0.8% |
| 7D | -4.1% | -5.9% | +1.7% | -4.2% |
| 30D | +1.2% | -27.1% | +28.3% | +1.1% |
| 3M | +12.1% | -30.7% | +42.8% | +12.0% |
| 6M | +12.0% | -36.1% | +48.1% | +11.9% |
| YTD | +12.4% | -51.4% | +63.8% | +12.3% |
| 1Y | +22.9% | -52.2% | +75.1% | +22.8% |
| 3Y | +86.8% | -12.1% | +98.8% | +86.2% |
| 5Y | +181.0% | -31.1% | +212.1% | +179.8% |
| All | +228.1% | -41.1% | +269.2% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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