+1,137.6%
JBL vs EXEL
+273.2%
+864.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +3.0% | +8.4% | -5.3% | +1.2% |
| 30D | -8.3% | +4.1% | -12.3% | -9.4% |
| 3M | -16.9% | +12.4% | -29.3% | -19.5% |
| 6M | +21.8% | +41.5% | -19.8% | +12.0% |
| YTD | +36.3% | +34.6% | +1.7% | +26.7% |
| 1Y | +49.5% | +57.9% | -8.4% | +33.7% |
| 3Y | +170.6% | +159.5% | +11.1% | +109.0% |
| 5Y | +408.4% | +198.5% | +209.9% | +272.8% |
| 10Y | +1,450.4% | +411.4% | +1,039.0% | +785.5% |
| All | +1,137.6% | +273.2% | +864.4% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling