+1,525.1%
JBL vs EXEL
+375.2%
+1,149.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.4% |
| 7D | +2.4% | -4.9% | +7.3% | +3.3% |
| 30D | -13.1% | +11.4% | -24.5% | -14.9% |
| 3M | -15.6% | +4.9% | -20.5% | -16.7% |
| 6M | +24.6% | +34.4% | -9.9% | +17.5% |
| YTD | +39.6% | +28.0% | +11.6% | +32.7% |
| 1Y | +48.6% | +43.6% | +5.0% | +38.2% |
| 3Y | +197.3% | +155.2% | +42.1% | +142.7% |
| 5Y | +413.0% | +181.2% | +231.8% | +304.3% |
| All | +1,525.1% | +375.2% | +1,149.9% | +1,069.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling