+103.4%
AMGN vs JBL
+409.3%
-305.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.4% | -1.7% |
| 7D | -13.7% | +2.4% | -16.1% | -13.9% |
| 30D | -8.8% | -13.1% | +4.3% | -7.9% |
| 3M | +7.2% | -15.6% | +22.8% | +8.4% |
| 6M | +1.3% | +24.6% | -23.3% | -1.6% |
| YTD | +17.6% | +39.6% | -22.0% | +13.0% |
| 1Y | +37.2% | +48.6% | -11.4% | +30.7% |
| 3Y | +57.7% | +197.3% | -139.5% | +37.7% |
| All | +103.4% | +409.3% | -305.9% | +64.0% |
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