+81.0%
BSX vs JBL
+1,558.3%
-1,477.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.6% |
| 7D | -10.1% | +2.4% | -12.5% | -10.7% |
| 30D | -16.4% | -13.1% | -3.3% | -13.5% |
| 3M | -8.9% | -15.6% | +6.7% | -5.7% |
| 6M | -38.3% | +24.6% | -62.8% | -43.5% |
| YTD | -54.9% | +39.6% | -94.5% | -60.4% |
| 1Y | -58.8% | +48.6% | -107.4% | -64.8% |
| 3Y | -21.2% | +197.3% | -218.5% | -49.6% |
| 5Y | -3.3% | +413.0% | -416.3% | -51.3% |
| All | +81.0% | +1,558.3% | -1,477.4% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling