+23.9%
BMY vs JBL
+390.6%
-366.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -1.0% |
| 7D | -6.4% | -1.0% | -5.4% | -6.4% |
| 30D | +0.2% | -15.1% | +15.3% | +0.5% |
| 3M | +16.0% | -14.0% | +30.0% | +16.1% |
| 6M | +8.3% | +20.6% | -12.3% | +7.0% |
| YTD | +22.2% | +32.9% | -10.7% | +20.1% |
| 1Y | +41.7% | +40.5% | +1.2% | +38.9% |
| 3Y | +20.7% | +183.7% | -163.0% | +13.1% |
| 5Y | +23.9% | +388.3% | -364.4% | +9.5% |
| All | +23.9% | +390.6% | -366.7% | +9.5% |
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