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  • JBL vs FDS✓SelectedUSD · FDSJBL vs FDS performance historyLatest closeAs of+1.52%09/04
Stock and ETF performance explorer

JBL vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+49.5%
FDS return
-17.4%
Excess return
+66.9%
Maximum drawdown
-25.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+1.5%-3.5%+5.0%+0.5%
7D+3.0%-1.9%+4.9%+2.4%
30D-8.3%+9.0%-17.3%-5.5%
3M-16.9%+18.9%-35.8%-11.0%
6M+21.8%+35.1%-13.4%+35.1%
YTD+36.3%+5.5%+30.8%+45.5%
1Y+49.5%-16.8%+66.3%+50.8%
All+49.5%-17.4%+66.9%+50.8%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…

1y analysis · Full analysis span regression · 6 months rolling