+191.0%
JBL vs EXEL
+164.8%
+26.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -7.5% | +10.1% | -17.6% | -8.6% |
| 3M | -14.1% | +10.1% | -24.1% | -15.3% |
| 6M | +25.9% | +37.7% | -11.8% | +20.2% |
| YTD | +36.7% | +33.1% | +3.6% | +30.9% |
| 1Y | +49.0% | +52.4% | -3.4% | +41.3% |
| All | +191.0% | +164.8% | +26.2% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling