+49.5%
JBL vs EXEL
+59.2%
-9.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.0% | +8.4% | -5.3% | +0.7% |
| 30D | -8.3% | +4.1% | -12.3% | -9.4% |
| 3M | -16.9% | +12.4% | -29.3% | -20.6% |
| 6M | +21.8% | +41.5% | -19.8% | +5.6% |
| YTD | +36.3% | +34.6% | +1.7% | +19.9% |
| 1Y | +49.5% | +57.9% | -8.4% | +28.2% |
| All | +49.5% | +59.2% | -9.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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