-22.3%
SYK vs JBL
+52.3%
-74.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.4% |
| 7D | -8.3% | +3.0% | -11.4% | -7.9% |
| 30D | -10.1% | -8.3% | -1.8% | -11.0% |
| 3M | +0.9% | -16.9% | +17.8% | -0.5% |
| 6M | -20.2% | +21.8% | -42.0% | -20.3% |
| YTD | -13.3% | +36.3% | -49.6% | -12.5% |
| 1Y | -22.3% | +49.5% | -71.9% | -21.7% |
| All | -22.3% | +52.3% | -74.7% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling