+16.1%
NXPI vs JBL
+410.1%
-394.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.3% | +4.0% | -6.3% | -4.5% |
| 30D | -4.3% | -7.5% | +3.2% | -0.7% |
| 3M | -24.7% | -14.1% | -10.6% | -18.7% |
| 6M | +9.7% | +25.9% | -16.1% | -5.4% |
| YTD | +3.8% | +36.7% | -32.9% | -15.8% |
| 1Y | +1.6% | +49.0% | -47.4% | -23.1% |
| 3Y | +16.0% | +191.8% | -175.7% | -48.5% |
| 5Y | +16.1% | +409.8% | -393.7% | -68.7% |
| All | +16.1% | +410.1% | -394.0% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling