+1,504.8%
ASML vs JBL
+1,188.5%
+316.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +2.8% |
| 7D | -0.8% | -5.2% | +4.3% | +2.6% |
| 30D | -14.9% | -17.5% | +2.6% | -4.4% |
| 3M | -13.0% | -26.0% | +13.0% | +3.4% |
| 6M | -4.7% | -28.9% | +24.2% | +16.0% |
| YTD | +42.3% | +10.8% | +31.5% | +32.5% |
| 1Y | +49.7% | +18.3% | +31.4% | +33.7% |
| 3Y | +144.3% | +102.2% | +42.1% | +48.2% |
| 5Y | +86.4% | +303.2% | -216.9% | -28.4% |
| 10Y | +1,504.8% | +1,152.0% | +352.8% | +249.0% |
| All | +1,504.8% | +1,188.5% | +316.4% | +249.0% |
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 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