+228.4%
UNH vs JBL
+1,558.3%
-1,330.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.4% | -3.3% |
| 7D | -4.5% | +2.4% | -7.0% | -5.0% |
| 30D | -6.5% | -13.1% | +6.6% | -4.2% |
| 3M | -6.0% | -15.6% | +9.6% | -3.6% |
| 6M | +33.7% | +24.6% | +9.1% | +25.3% |
| YTD | +16.4% | +39.6% | -23.2% | +6.1% |
| 1Y | +10.1% | +48.6% | -38.5% | -1.6% |
| 3Y | -16.3% | +197.3% | -213.6% | -40.3% |
| 5Y | +2.1% | +413.0% | -410.9% | -40.7% |
| All | +228.4% | +1,558.3% | -1,330.0% | +22.4% |
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