+57.7%
AZN vs JBL
+409.3%
-351.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | +0.1% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | +1.1% | -13.1% | +14.2% | +1.6% |
| 3M | -12.1% | -15.6% | +3.5% | -11.6% |
| 6M | -17.1% | +24.6% | -41.7% | -18.8% |
| YTD | -12.0% | +39.6% | -51.6% | -14.4% |
| 1Y | -0.2% | +48.6% | -48.8% | -3.5% |
| 3Y | +26.8% | +197.3% | -170.5% | +12.9% |
| All | +57.7% | +409.3% | -351.6% | +23.3% |
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