+645.3%
BAX vs JBL
+42,637.0%
-41,991.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | -1.1% | +3.0% | -4.2% | -1.4% |
| 30D | -5.5% | -8.3% | +2.8% | -4.9% |
| 3M | +33.5% | -16.9% | +50.4% | +34.9% |
| 6M | +35.9% | +21.8% | +14.1% | +33.2% |
| YTD | +35.4% | +36.3% | -1.0% | +31.6% |
| 1Y | +9.8% | +49.5% | -39.8% | +5.8% |
| 3Y | -32.7% | +170.6% | -203.4% | -38.5% |
| 5Y | -65.6% | +408.4% | -473.9% | -70.0% |
| 10Y | -34.9% | +1,450.4% | -1,485.3% | -48.0% |
| All | +645.3% | +42,637.0% | -41,991.8% | +389.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling