+413.7%
JBL vs SNY
+9.4%
+404.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +2.4% | -3.3% | +5.7% | +2.7% |
| 30D | -13.1% | -2.2% | -11.0% | -13.0% |
| 3M | -15.6% | -3.0% | -12.5% | -15.5% |
| 6M | +24.6% | +2.7% | +21.8% | +23.8% |
| YTD | +39.6% | -6.8% | +46.4% | +40.3% |
| 1Y | +48.6% | -5.3% | +53.9% | +49.0% |
| 3Y | +197.3% | -9.8% | +207.0% | +197.5% |
| All | +413.7% | +9.4% | +404.3% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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