+1,670.8%
ASML vs JBL
+1,438.9%
+231.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.3% |
| 7D | +1.1% | +3.0% | -1.9% | -0.7% |
| 30D | +2.2% | -8.3% | +10.4% | +7.2% |
| 3M | -2.3% | -16.9% | +14.6% | +8.9% |
| 6M | +23.0% | +21.8% | +1.2% | +9.4% |
| YTD | +61.1% | +36.3% | +24.8% | +33.3% |
| 1Y | +129.1% | +49.5% | +79.6% | +77.7% |
| 3Y | +165.4% | +170.6% | -5.3% | +34.0% |
| 5Y | +109.5% | +408.4% | -298.9% | -29.1% |
| All | +1,670.8% | +1,438.9% | +231.9% | +238.2% |
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