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  • AXP vs JBL✓SelectedUSD · JBLAXP vs JBL performance historyLatest closeAs of-0.02%09/08
Stock and ETF performance explorer

AXP vs JBL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+464.9%
JBL return
+1,439.8%
Excess return
-974.8%
Maximum drawdown
-49.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJBLExcessAlpha
1D0.0%+0.6%-0.6%-0.3%
7D+0.6%+4.4%-3.8%-1.3%
30D-4.3%-8.4%+4.1%-1.3%
3M+4.7%-14.2%+18.9%+9.8%
6M+9.0%+29.6%-20.6%-7.0%
YTD-11.1%+37.1%-48.2%-26.8%
1Y+1.3%+49.5%-48.2%-21.1%
3Y+114.5%+192.7%-78.2%+10.6%
5Y+118.0%+411.3%-293.3%-20.4%
10Y+464.9%+1,447.6%-982.7%+17.5%
All+464.9%+1,439.8%-974.8%+17.5%

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