+65.7%
AMGN vs JBL
+20.8%
+44.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.8% | +8.6% | +3.7% |
| 7D | +5.9% | -11.1% | +17.0% | +5.9% |
| 30D | +18.7% | -14.1% | +32.8% | +18.7% |
| 3M | +23.4% | -23.9% | +47.3% | +23.7% |
| 6M | +49.7% | -24.1% | +73.8% | +49.3% |
| YTD | +49.2% | +13.5% | +35.7% | +41.2% |
| 1Y | +65.7% | +23.7% | +42.0% | +53.3% |
| All | +65.7% | +20.8% | +44.9% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling