+1,995.8%
JBL vs SNY
+241.9%
+1,753.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +2.4% | -3.3% | +5.7% | +4.3% |
| 30D | -13.1% | -2.2% | -11.0% | -12.3% |
| 3M | -15.6% | -3.0% | -12.5% | -15.2% |
| 6M | +24.6% | +2.7% | +21.8% | +20.8% |
| YTD | +39.6% | -6.8% | +46.4% | +42.5% |
| 1Y | +48.6% | -5.3% | +53.9% | +49.6% |
| 3Y | +197.3% | -9.8% | +207.0% | +186.7% |
| 5Y | +413.0% | +9.7% | +403.3% | +321.2% |
| 10Y | +1,543.9% | +64.5% | +1,479.4% | +898.3% |
| All | +1,995.8% | +241.9% | +1,753.8% | +566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling