-41.3%
FIS vs JBL
+104.6%
-145.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.1% |
| 7D | -3.5% | +10.0% | -13.5% | -3.5% |
| 30D | -19.4% | -18.2% | -1.2% | -19.5% |
| 3M | -31.6% | -29.0% | -2.6% | -31.6% |
| 6M | -32.5% | -25.9% | -6.7% | -32.5% |
| YTD | -56.0% | +14.1% | -70.1% | -57.3% |
| 1Y | -55.5% | +21.7% | -77.2% | -57.1% |
| All | -41.3% | +104.6% | -145.9% | -47.3% |
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 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