+590.9%
JPM vs BAX
-38.1%
+629.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.2% |
| 7D | -0.7% | -7.9% | +7.2% | +1.7% |
| 30D | -2.5% | -11.7% | +9.2% | +1.1% |
| 3M | +14.1% | +16.2% | -2.1% | +8.2% |
| 6M | +25.1% | +32.0% | -6.9% | +13.5% |
| YTD | +12.1% | +24.7% | -12.6% | +2.5% |
| 1Y | +18.8% | -2.6% | +21.4% | +16.6% |
| 3Y | +163.4% | -35.0% | +198.4% | +185.8% |
| 5Y | +156.5% | -67.6% | +224.1% | +272.3% |
| All | +590.9% | -38.1% | +629.0% | +781.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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