+23.9%
BMY vs JAAA
+26.8%
-2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +0.2% | +0.4% | -0.2% | 0.0% |
| 3M | +16.0% | +1.2% | +14.7% | +15.3% |
| 6M | +8.3% | +2.7% | +5.7% | +7.0% |
| YTD | +22.2% | +3.2% | +19.0% | +20.4% |
| 1Y | +41.7% | +4.8% | +36.9% | +38.6% |
| 3Y | +20.7% | +19.0% | +1.7% | +16.9% |
| 5Y | +23.9% | +26.8% | -2.9% | +22.2% |
| All | +23.9% | +26.8% | -2.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 5y: compounded portfolio wealth divided by compounded JAAA 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…
5y analysis · Full analysis span regression · 6 months rolling