+24.7%
BMY vs JOBY
-41.4%
+66.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | -4.8% | -5.2% | +0.4% | -4.6% |
| 30D | -0.1% | -19.7% | +19.6% | +0.5% |
| 3M | +13.1% | -31.7% | +44.8% | +14.1% |
| 6M | +8.4% | -37.5% | +45.9% | +9.3% |
| YTD | +22.0% | -51.6% | +73.6% | +23.7% |
| 1Y | +40.3% | -53.3% | +93.6% | +42.1% |
| 3Y | +20.5% | -12.2% | +32.7% | +17.8% |
| 5Y | +23.7% | -31.3% | +55.0% | +20.5% |
| All | +24.7% | -41.4% | +66.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 10y: compounded portfolio wealth divided by compounded JOBY 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…
10y analysis · Full analysis span regression · 6 months rolling