+413.7%
JBL vs BDX
-2.2%
+416.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.9% |
| 7D | +2.4% | -3.2% | +5.6% | +2.9% |
| 30D | -13.1% | -2.5% | -10.6% | -12.8% |
| 3M | -15.6% | +21.4% | -37.0% | -18.8% |
| 6M | +24.6% | +10.4% | +14.2% | +22.4% |
| YTD | +39.6% | +18.8% | +20.8% | +34.6% |
| 1Y | +48.6% | +21.7% | +26.9% | +42.3% |
| 3Y | +197.3% | -10.0% | +207.2% | +205.7% |
| All | +413.7% | -2.2% | +416.0% | +390.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling