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  • CSCO vs JBL✓SelectedUSD · JBLCSCO vs JBL performance historyLatest closeAs of-0.03%09/08
Stock and ETF performance explorer

CSCO vs JBL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,072.6%
JBL return
+42,879.2%
Excess return
-28,806.6%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioJBLExcessAlpha
1D0.0%+0.6%-0.6%-0.2%
7D-0.5%+4.4%-4.9%-1.8%
30D-10.1%-8.4%-1.6%-8.1%
3M-11.7%-14.2%+2.4%-8.3%
6M+40.1%+29.6%+10.5%+28.2%
YTD+43.8%+37.1%+6.7%+29.2%
1Y+66.6%+49.5%+17.1%+44.9%
3Y+108.5%+192.7%-84.2%+43.2%
5Y+114.0%+411.3%-297.4%+23.1%
10Y+366.8%+1,447.6%-1,080.8%+86.7%
All+14,072.6%+42,879.2%-28,806.6%+3,419.8%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling