+644.7%
BAX vs JBL
+34,886.9%
-34,242.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +0.1% | +6.3% | -6.3% | -0.4% |
| 30D | +4.1% | -13.5% | +17.6% | +5.1% |
| 3M | -4.5% | -31.3% | +26.8% | -2.1% |
| 6M | +49.2% | -28.4% | +77.7% | +52.1% |
| YTD | +35.2% | +11.6% | +23.7% | +33.1% |
| 1Y | +38.3% | +26.1% | +12.2% | +34.8% |
| 3Y | -19.0% | +97.4% | -116.4% | -24.2% |
| 5Y | -64.2% | +301.0% | -365.2% | -68.3% |
| 10Y | -35.7% | +1,151.1% | -1,186.8% | -47.9% |
| All | +644.7% | +34,886.9% | -34,242.2% | +395.7% |
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