+703.5%
AVGO vs JBL
+404.5%
+299.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.8% | +4.0% | -4.8% | -3.1% |
| 30D | -13.7% | -7.5% | -6.3% | -10.2% |
| 3M | -6.9% | -14.1% | +7.1% | +0.6% |
| 6M | +5.8% | +25.9% | -20.1% | -10.0% |
| YTD | +5.7% | +36.7% | -31.0% | -15.2% |
| 1Y | +9.0% | +49.0% | -40.0% | -17.5% |
| 3Y | +340.5% | +191.8% | +148.7% | +113.7% |
| All | +703.5% | +404.5% | +299.0% | +163.3% |
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