+305.0%
INTC vs JPM
+21.4%
+283.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.5% |
| 7D | +9.4% | -2.3% | +11.8% | +10.3% |
| 30D | +2.7% | -2.3% | +5.0% | +3.5% |
| 3M | -6.3% | +14.9% | -21.2% | -10.9% |
| 6M | +114.5% | +23.6% | +90.8% | +96.3% |
| YTD | +171.9% | +11.3% | +160.6% | +153.6% |
| 1Y | +305.0% | +19.9% | +285.1% | +271.2% |
| All | +305.0% | +21.4% | +283.6% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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