+388.3%
JBL vs EXEL
+192.6%
+195.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.5% |
| 7D | -1.0% | -2.9% | +1.9% | -0.6% |
| 30D | -15.1% | +11.9% | -27.0% | -16.7% |
| 3M | -14.0% | +9.2% | -23.3% | -15.6% |
| 6M | +20.6% | +39.1% | -18.5% | +13.6% |
| YTD | +32.9% | +31.0% | +1.9% | +26.3% |
| 1Y | +40.5% | +52.3% | -11.8% | +30.6% |
| 3Y | +183.7% | +159.7% | +24.0% | +138.1% |
| 5Y | +388.3% | +187.7% | +200.6% | +277.9% |
| All | +388.3% | +192.6% | +195.8% | +277.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling