+2,351.4%
MRK vs JBL
+42,747.1%
-40,395.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.7% | +4.0% | -6.7% | -3.0% |
| 30D | +12.7% | -7.5% | +20.2% | +13.3% |
| 3M | +24.2% | -14.1% | +38.3% | +25.3% |
| 6M | +27.8% | +25.9% | +1.9% | +24.8% |
| YTD | +42.2% | +36.7% | +5.6% | +37.7% |
| 1Y | +80.2% | +49.0% | +31.2% | +72.9% |
| 3Y | +48.4% | +191.8% | -143.4% | +32.7% |
| 5Y | +133.6% | +409.8% | -276.2% | +97.6% |
| 10Y | +236.2% | +1,509.2% | -1,273.0% | +154.1% |
| All | +2,351.4% | +42,747.1% | -40,395.7% | +1,451.2% |
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