+1,747.1%
NXPI vs JBL
+2,523.5%
-776.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.3% |
| 7D | +1.9% | +3.0% | -1.1% | 0.0% |
| 30D | -1.4% | -8.3% | +6.8% | +3.2% |
| 3M | -29.1% | -16.9% | -12.1% | -21.2% |
| 6M | +6.2% | +21.8% | -15.6% | -8.2% |
| YTD | +5.9% | +36.3% | -30.4% | -16.0% |
| 1Y | +2.9% | +49.5% | -46.6% | -24.5% |
| 3Y | +14.5% | +170.6% | -156.1% | -47.4% |
| 5Y | +17.1% | +408.4% | -391.3% | -65.1% |
| 10Y | +193.4% | +1,450.4% | -1,257.0% | -59.8% |
| All | +1,747.1% | +2,523.5% | -776.4% | +68.2% |
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