+16.4%
AZN vs JBL
+20.8%
-4.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.6% | +2.4% |
| 7D | +11.5% | -11.1% | +22.6% | +10.5% |
| 30D | +20.8% | -14.1% | +34.8% | +19.5% |
| 3M | +21.5% | -23.9% | +45.4% | +19.7% |
| 6M | +3.0% | -24.1% | +27.1% | +1.0% |
| YTD | +3.9% | +13.5% | -9.6% | +0.1% |
| 1Y | +16.4% | +23.7% | -7.3% | +12.9% |
| All | +16.4% | +20.8% | -4.4% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling