+42,044.7%
JBL vs BDX
+4,450.3%
+37,594.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +4.0% | -3.6% | +7.6% | +5.4% |
| 30D | -7.5% | +0.7% | -8.2% | -7.9% |
| 3M | -14.1% | +19.0% | -33.0% | -20.4% |
| 6M | +25.9% | +10.8% | +15.1% | +19.3% |
| YTD | +36.7% | +20.1% | +16.5% | +25.0% |
| 1Y | +49.0% | +23.1% | +25.9% | +34.6% |
| 3Y | +191.8% | -8.8% | +200.6% | +189.5% |
| 5Y | +409.8% | -1.4% | +411.2% | +383.3% |
| 10Y | +1,509.2% | +60.5% | +1,448.7% | +1,109.3% |
| All | +42,044.7% | +4,450.3% | +37,594.4% | +9,689.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling