+19.9%
JPM vs BAX
-0.8%
+20.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -2.3% | -5.4% | +3.1% | -1.7% |
| 30D | -2.3% | -12.4% | +10.0% | -0.7% |
| 3M | +14.9% | +19.1% | -4.2% | +11.8% |
| 6M | +23.6% | +38.6% | -15.0% | +17.1% |
| YTD | +11.3% | +26.7% | -15.4% | +7.0% |
| 1Y | +19.9% | +1.0% | +18.9% | +14.2% |
| All | +19.9% | -0.8% | +20.7% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling