-23.9%
FIS vs JBL
+190.1%
-214.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.9% |
| 7D | -3.5% | +4.4% | -7.9% | -3.5% |
| 30D | -7.8% | -8.4% | +0.6% | -7.8% |
| 3M | +0.8% | -14.2% | +15.0% | +1.1% |
| 6M | -21.9% | +29.6% | -51.5% | -23.8% |
| YTD | -39.5% | +37.1% | -76.6% | -41.3% |
| 1Y | -41.0% | +49.5% | -90.5% | -43.3% |
| All | -23.9% | +190.1% | -214.0% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling