+1,525.1%
JBL vs BNS
+188.9%
+1,336.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.5% |
| 7D | +2.4% | -0.4% | +2.8% | +2.7% |
| 30D | -13.1% | +3.5% | -16.6% | -15.7% |
| 3M | -15.6% | +14.1% | -29.6% | -24.4% |
| 6M | +24.6% | +33.8% | -9.2% | -1.5% |
| YTD | +39.6% | +29.5% | +10.1% | +13.4% |
| 1Y | +48.6% | +48.4% | +0.2% | +8.0% |
| 3Y | +197.3% | +129.6% | +67.7% | +48.1% |
| 5Y | +413.0% | +96.1% | +316.9% | +191.0% |
| All | +1,525.1% | +188.9% | +1,336.2% | +615.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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