+376.5%
FIS vs JBL
+1,642.0%
-1,265.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +1.1% | +3.0% | -1.9% | +0.4% |
| 30D | -2.2% | -8.3% | +6.0% | -0.5% |
| 3M | +2.1% | -16.9% | +19.0% | +5.3% |
| 6M | -14.7% | +21.8% | -36.4% | -20.9% |
| YTD | -35.7% | +36.3% | -72.0% | -42.3% |
| 1Y | -37.1% | +49.5% | -86.6% | -45.3% |
| 3Y | -20.0% | +170.6% | -190.6% | -42.9% |
| 5Y | -62.1% | +408.4% | -470.5% | -77.3% |
| 10Y | -37.4% | +1,450.4% | -1,487.8% | -72.7% |
| All | +376.5% | +1,642.0% | -1,265.5% | +49.3% |
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