-66.1%
FIS vs JBL
+410.1%
-476.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | +4.0% | -13.1% | -9.6% |
| 30D | -10.4% | -7.5% | -3.0% | -9.6% |
| 3M | -3.7% | -14.1% | +10.4% | -2.2% |
| 6M | -24.8% | +25.9% | -50.6% | -29.8% |
| YTD | -41.6% | +36.7% | -78.2% | -46.7% |
| 1Y | -42.7% | +49.0% | -91.7% | -49.2% |
| 3Y | -26.2% | +191.8% | -218.0% | -49.5% |
| 5Y | -66.1% | +409.8% | -475.9% | -83.3% |
| All | -66.1% | +410.1% | -476.2% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling