+5,435.9%
REGN vs JBL
+43,670.5%
-38,234.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.6% |
| 7D | -5.6% | +2.4% | -8.0% | -6.1% |
| 30D | -2.0% | -13.1% | +11.2% | +0.8% |
| 3M | +28.0% | -15.6% | +43.5% | +31.4% |
| 6M | +1.2% | +24.6% | -23.4% | -5.2% |
| YTD | +1.6% | +39.6% | -38.0% | -7.4% |
| 1Y | +38.2% | +48.6% | -10.4% | +23.6% |
| 3Y | -5.4% | +197.3% | -202.6% | -30.0% |
| 5Y | +21.3% | +413.0% | -391.7% | -22.1% |
| 10Y | +105.2% | +1,543.9% | -1,438.7% | -4.1% |
| All | +5,435.9% | +43,670.5% | -38,234.6% | +1,625.3% |
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