+2,457.3%
EMR vs JBL
+42,637.0%
-40,179.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -1.5% | +3.0% | -4.5% | -2.0% |
| 30D | -5.6% | -8.3% | +2.6% | -4.3% |
| 3M | +7.9% | -16.9% | +24.8% | +11.2% |
| 6M | +6.0% | +21.8% | -15.7% | +1.9% |
| YTD | +16.4% | +36.3% | -19.9% | +9.4% |
| 1Y | +16.6% | +49.5% | -32.9% | +7.5% |
| 3Y | +62.9% | +170.6% | -107.8% | +33.3% |
| 5Y | +60.1% | +408.4% | -348.3% | +17.0% |
| 10Y | +268.8% | +1,450.4% | -1,181.6% | +124.5% |
| All | +2,457.3% | +42,637.0% | -40,179.8% | +1,066.1% |
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