+5,248.6%
JNJ vs JBL
+42,747.1%
-37,498.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.0% | +4.0% | -7.0% | -3.2% |
| 30D | +2.5% | -7.5% | +10.0% | +2.9% |
| 3M | +13.2% | -14.1% | +27.3% | +13.9% |
| 6M | +11.3% | +25.9% | -14.6% | +9.2% |
| YTD | +31.1% | +36.7% | -5.5% | +28.0% |
| 1Y | +54.3% | +49.0% | +5.3% | +49.5% |
| 3Y | +81.1% | +191.8% | -110.6% | +66.4% |
| 5Y | +82.7% | +409.8% | -327.1% | +60.9% |
| 10Y | +196.5% | +1,509.2% | -1,312.7% | +140.1% |
| All | +5,248.6% | +42,747.1% | -37,498.6% | +3,662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling