+105.9%
GILD vs JBL
+195.4%
-89.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -0.8% |
| 7D | -4.8% | +2.4% | -7.2% | -4.8% |
| 30D | +5.8% | -13.1% | +18.9% | +5.8% |
| 3M | +14.9% | -15.6% | +30.5% | +15.1% |
| 6M | -0.4% | +24.6% | -24.9% | -1.1% |
| YTD | +18.5% | +39.6% | -21.1% | +17.5% |
| 1Y | +25.1% | +48.6% | -23.5% | +24.0% |
| 3Y | +105.9% | +197.3% | -91.4% | +104.6% |
| All | +105.9% | +195.4% | -89.6% | +104.6% |
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