-28.4%
JBL vs EXEL
+38.5%
-66.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.3% |
| 7D | +6.3% | -0.8% | +7.2% | +6.2% |
| 30D | -13.5% | +13.1% | -26.6% | -10.1% |
| 3M | -31.3% | +36.3% | -67.7% | -25.8% |
| 6M | -28.4% | +34.5% | -63.0% | -23.4% |
| All | -28.4% | +38.5% | -66.9% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling