+1,130.2%
BSX vs JBL
+42,879.2%
-41,749.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -6.4% | +4.4% | -10.9% | -7.0% |
| 30D | -8.8% | -8.4% | -0.3% | -7.8% |
| 3M | -7.6% | -14.2% | +6.5% | -6.3% |
| 6M | -37.0% | +29.6% | -66.6% | -39.8% |
| YTD | -52.8% | +37.1% | -89.9% | -55.4% |
| 1Y | -58.4% | +49.5% | -107.9% | -61.3% |
| 3Y | -16.5% | +192.7% | -209.2% | -30.6% |
| 5Y | -1.2% | +411.3% | -412.5% | -24.5% |
| 10Y | +83.7% | +1,447.6% | -1,363.9% | +20.1% |
| All | +1,130.2% | +42,879.2% | -41,749.0% | +599.8% |
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 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