+10,496.7%
SYK vs JBL
+41,567.8%
-31,071.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.6% |
| 7D | -12.3% | -1.0% | -11.3% | -12.2% |
| 30D | -22.4% | -15.1% | -7.4% | -21.1% |
| 3M | -12.3% | -14.0% | +1.7% | -11.4% |
| 6M | -24.3% | +20.6% | -44.9% | -26.8% |
| YTD | -22.8% | +32.9% | -55.7% | -26.4% |
| 1Y | -28.8% | +40.5% | -69.3% | -32.8% |
| 3Y | -4.0% | +183.7% | -187.7% | -18.2% |
| 5Y | +3.8% | +388.3% | -384.5% | -17.5% |
| 10Y | +172.8% | +1,464.9% | -1,292.1% | +89.1% |
| All | +10,496.7% | +41,567.8% | -31,071.1% | +6,537.9% |
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