+23.7%
JBL vs DGX
+45.0%
-21.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.5% | -8.3% | -4.2% |
| 7D | -11.1% | +4.1% | -15.2% | -10.4% |
| 30D | -14.1% | +10.5% | -24.6% | -12.5% |
| 3M | -23.9% | +9.8% | -33.7% | -22.6% |
| 6M | -24.1% | +34.6% | -58.7% | -20.9% |
| YTD | +13.5% | +49.8% | -36.3% | +16.8% |
| 1Y | +23.7% | +46.0% | -22.3% | +28.8% |
| All | +23.7% | +45.0% | -21.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling