+239.9%
FIS vs JBL
+1,326.1%
-1,086.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.7% |
| 7D | +2.8% | +6.3% | -3.5% | +1.3% |
| 30D | -16.7% | -13.5% | -3.2% | -14.0% |
| 3M | -32.3% | -31.3% | -1.0% | -26.7% |
| 6M | -29.1% | -28.4% | -0.6% | -24.9% |
| YTD | -54.1% | +11.6% | -65.7% | -57.2% |
| 1Y | -53.7% | +26.1% | -79.8% | -58.1% |
| 3Y | -38.8% | +97.4% | -136.2% | -52.9% |
| 5Y | -71.1% | +301.0% | -372.1% | -81.8% |
| 10Y | -53.1% | +1,151.1% | -1,204.2% | -78.6% |
| All | +239.9% | +1,326.1% | -1,086.2% | +10.9% |
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