+1,358.9%
BMY vs JBL
+42,879.2%
-41,520.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.2% |
| 7D | -3.3% | +4.4% | -7.7% | -3.7% |
| 30D | 0.0% | -8.4% | +8.4% | +0.5% |
| 3M | +17.7% | -14.2% | +31.9% | +18.7% |
| 6M | +9.6% | +29.6% | -20.0% | +6.7% |
| YTD | +24.0% | +37.1% | -13.1% | +20.0% |
| 1Y | +45.1% | +49.5% | -4.4% | +39.3% |
| 3Y | +22.5% | +192.7% | -170.2% | +9.8% |
| 5Y | +22.3% | +411.3% | -389.1% | +3.9% |
| 10Y | +62.0% | +1,447.6% | -1,385.6% | +24.0% |
| All | +1,358.9% | +42,879.2% | -41,520.4% | +833.5% |
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 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