+1,525.1%
JBL vs DGX
+255.3%
+1,269.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.4% |
| 7D | +2.4% | -0.9% | +3.3% | +2.8% |
| 30D | -13.1% | -1.2% | -12.0% | -12.8% |
| 3M | -15.6% | +15.8% | -31.4% | -20.4% |
| 6M | +24.6% | +18.2% | +6.4% | +16.1% |
| YTD | +39.6% | +37.2% | +2.4% | +21.9% |
| 1Y | +48.6% | +30.4% | +18.3% | +32.2% |
| 3Y | +197.3% | +96.7% | +100.6% | +112.7% |
| 5Y | +413.0% | +67.2% | +345.8% | +289.8% |
| All | +1,525.1% | +255.3% | +1,269.7% | +744.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling