-57.6%
FISV vs JBL
+195.4%
-253.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.0% | +0.4% | +5.3% |
| 7D | -2.7% | +2.4% | -5.1% | -2.7% |
| 30D | 0.0% | -13.1% | +13.2% | +0.2% |
| 3M | -2.8% | -15.6% | +12.8% | -2.4% |
| 6M | -11.8% | +24.6% | -36.4% | -13.6% |
| YTD | -23.2% | +39.6% | -62.8% | -25.2% |
| 1Y | -62.0% | +48.6% | -110.6% | -63.3% |
| 3Y | -57.6% | +197.3% | -254.9% | -62.9% |
| All | -57.6% | +195.4% | -253.1% | -62.9% |
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 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