+1,557.1%
ASML vs JBL
+1,148.2%
+408.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.2% |
| 7D | +4.9% | +6.3% | -1.4% | +1.1% |
| 30D | -9.3% | -13.5% | +4.2% | -0.8% |
| 3M | -19.0% | -31.3% | +12.4% | +0.7% |
| 6M | -5.2% | -28.4% | +23.2% | +15.0% |
| YTD | +40.6% | +11.6% | +29.0% | +30.4% |
| 1Y | +47.5% | +26.1% | +21.4% | +26.9% |
| 3Y | +133.9% | +97.4% | +36.5% | +43.9% |
| 5Y | +83.8% | +301.0% | -217.2% | -29.2% |
| All | +1,557.1% | +1,148.2% | +408.9% | +259.7% |
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