-32.5%
FIS vs JBL
-27.8%
-4.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.1% |
| 7D | -3.5% | +10.0% | -13.5% | -2.4% |
| 30D | -19.4% | -18.2% | -1.2% | -22.3% |
| 3M | -31.6% | -29.0% | -2.6% | -36.1% |
| 6M | -32.5% | -25.9% | -6.7% | -35.4% |
| All | -32.5% | -27.8% | -4.8% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling