+192.5%
JNJ vs JBL
+1,558.3%
-1,365.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -0.7% |
| 7D | -3.5% | +2.4% | -5.9% | -3.7% |
| 30D | +2.3% | -13.1% | +15.4% | +3.3% |
| 3M | +12.0% | -15.6% | +27.6% | +13.1% |
| 6M | +10.5% | +24.6% | -14.1% | +7.3% |
| YTD | +30.4% | +39.6% | -9.2% | +25.1% |
| 1Y | +52.1% | +48.6% | +3.5% | +44.7% |
| 3Y | +77.8% | +197.3% | -119.5% | +51.7% |
| 5Y | +82.9% | +413.0% | -330.1% | +39.6% |
| All | +192.5% | +1,558.3% | -1,365.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling