+1,793.9%
JBL vs BNS
+1,463.9%
+330.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | +4.0% | -1.3% | +5.3% | +5.0% |
| 30D | -7.5% | +4.0% | -11.5% | -10.5% |
| 3M | -14.1% | +13.8% | -27.8% | -22.6% |
| 6M | +25.9% | +32.7% | -6.8% | +0.8% |
| YTD | +36.7% | +27.6% | +9.1% | +12.9% |
| 1Y | +49.0% | +47.4% | +1.6% | +9.7% |
| 3Y | +191.8% | +129.0% | +62.8% | +48.3% |
| 5Y | +409.8% | +92.7% | +317.1% | +196.0% |
| 10Y | +1,509.2% | +182.1% | +1,327.1% | +586.0% |
| All | +1,793.9% | +1,463.9% | +330.0% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling