+11,409.1%
AMGN vs JBL
+42,747.1%
-31,338.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -11.6% | +4.0% | -15.6% | -12.1% |
| 30D | -5.7% | -7.5% | +1.8% | -4.9% |
| 3M | +14.2% | -14.1% | +28.3% | +15.8% |
| 6M | +5.2% | +25.9% | -20.7% | +1.3% |
| YTD | +22.0% | +36.7% | -14.7% | +16.0% |
| 1Y | +43.6% | +49.0% | -5.4% | +34.7% |
| 3Y | +65.0% | +191.8% | -126.8% | +39.1% |
| 5Y | +112.0% | +409.8% | -297.7% | +64.3% |
| 10Y | +216.6% | +1,509.2% | -1,292.7% | +106.6% |
| All | +11,409.1% | +42,747.1% | -31,338.1% | +5,947.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling