+195.5%
AMGN vs JBL
+1,558.3%
-1,362.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.4% | -2.1% |
| 7D | -13.7% | +2.4% | -16.1% | -14.0% |
| 30D | -8.8% | -13.1% | +4.3% | -7.0% |
| 3M | +7.2% | -15.6% | +22.8% | +9.4% |
| 6M | +1.3% | +24.6% | -23.3% | -3.6% |
| YTD | +17.6% | +39.6% | -22.0% | +9.5% |
| 1Y | +37.2% | +48.6% | -11.4% | +25.9% |
| 3Y | +57.7% | +197.3% | -139.5% | +23.3% |
| 5Y | +106.3% | +413.0% | -306.7% | +40.2% |
| All | +195.5% | +1,558.3% | -1,362.8% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling