+38.3%
BAX vs JBL
+20.0%
+18.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +0.1% | +6.3% | -6.3% | -0.5% |
| 30D | +4.1% | -13.5% | +17.6% | +5.2% |
| 3M | -4.5% | -31.3% | +26.8% | -1.2% |
| 6M | +49.2% | -28.4% | +77.7% | +51.5% |
| YTD | +35.2% | +11.6% | +23.7% | +20.3% |
| 1Y | +38.3% | +26.1% | +12.2% | +20.2% |
| All | +38.3% | +20.0% | +18.3% | +20.2% |
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 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