-66.4%
BAX vs JBL
+411.7%
-478.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.8% |
| 7D | -2.4% | +4.4% | -6.8% | -3.1% |
| 30D | -9.7% | -8.4% | -1.3% | -8.7% |
| 3M | +29.3% | -14.2% | +43.4% | +31.3% |
| 6M | +40.7% | +29.6% | +11.1% | +32.2% |
| YTD | +30.3% | +37.1% | -6.8% | +21.3% |
| 1Y | +3.4% | +49.5% | -46.1% | -5.4% |
| 3Y | -32.0% | +192.7% | -224.7% | -45.6% |
| All | -66.4% | +411.7% | -478.1% | -75.9% |
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 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