+2,703.2%
EMR vs JBL
+35,672.7%
-32,969.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.7% | +10.0% | -7.3% | +0.9% |
| 30D | +2.1% | -18.2% | +20.3% | +5.7% |
| 3M | +2.3% | -29.0% | +31.2% | +8.4% |
| 6M | +22.5% | -25.9% | +48.4% | +28.4% |
| YTD | +27.2% | +14.1% | +13.1% | +23.1% |
| 1Y | +28.0% | +21.7% | +6.4% | +22.5% |
| 3Y | +103.4% | +103.8% | -0.4% | +75.2% |
| 5Y | +88.2% | +310.0% | -221.8% | +42.6% |
| 10Y | +281.7% | +1,179.2% | -897.5% | +139.9% |
| All | +2,703.2% | +35,672.7% | -32,969.5% | +1,216.3% |
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