+1,525.1%
JBL vs BDX
+59.3%
+1,465.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.8% |
| 7D | +2.4% | -3.2% | +5.6% | +3.3% |
| 30D | -13.1% | -2.5% | -10.6% | -12.6% |
| 3M | -15.6% | +21.4% | -37.0% | -20.8% |
| 6M | +24.6% | +10.4% | +14.2% | +20.1% |
| YTD | +39.6% | +18.8% | +20.8% | +31.1% |
| 1Y | +48.6% | +21.7% | +26.9% | +38.2% |
| 3Y | +197.3% | -10.0% | +207.2% | +201.2% |
| 5Y | +413.0% | -1.8% | +414.8% | +396.1% |
| All | +1,525.1% | +59.3% | +1,465.8% | +1,361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling