-62.2%
ADBE vs JBL
+390.6%
-452.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -1.8% |
| 7D | -12.9% | -1.0% | -11.9% | -12.8% |
| 30D | -5.6% | -15.1% | +9.4% | -2.9% |
| 3M | +6.6% | -14.0% | +20.7% | +8.3% |
| 6M | -9.6% | +20.6% | -30.2% | -18.1% |
| YTD | -28.9% | +32.9% | -61.8% | -38.2% |
| 1Y | -28.9% | +40.5% | -69.5% | -40.1% |
| 3Y | -55.6% | +183.7% | -239.3% | -73.9% |
| 5Y | -62.2% | +388.3% | -450.6% | -84.8% |
| All | -62.2% | +390.6% | -452.8% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling