+303.6%
JBL vs EXEL
+281.2%
+22.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | +6.3% | -0.8% | +7.2% | +6.5% |
| 30D | -13.5% | +13.1% | -26.6% | -15.1% |
| 3M | -31.3% | +36.3% | -67.7% | -34.7% |
| 6M | -28.4% | +34.5% | -63.0% | -32.1% |
| YTD | +11.6% | +57.4% | -45.8% | +2.9% |
| 1Y | +26.1% | +62.9% | -36.8% | +15.7% |
| 3Y | +97.4% | +229.5% | -132.2% | +58.5% |
| All | +303.6% | +281.2% | +22.4% | +210.0% |
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