Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PFE vs JBL✓SelectedUSD · JBLPFE vs JBL performance historyLatest closeAs of-0.04%09/09
Stock and ETF performance explorer

PFE vs JBL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.2%
JBL return
+1,455.1%
Excess return
-1,419.9%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJBLExcessAlpha
1D0.0%-0.3%+0.3%0.0%
7D-4.3%+4.0%-8.3%-4.7%
30D+2.7%-7.5%+10.2%+3.5%
3M+10.0%-14.1%+24.0%+11.5%
6M+7.2%+25.9%-18.7%+2.7%
YTD+17.3%+36.7%-19.3%+10.8%
1Y+20.3%+49.0%-28.7%+11.8%
3Y-1.6%+191.8%-193.4%-20.4%
5Y-21.4%+409.8%-431.1%-44.2%
10Y+35.2%+1,509.2%-1,474.0%-27.0%
All+35.2%+1,455.1%-1,419.9%-27.0%

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