+132.6%
JPM vs BAX
-64.3%
+196.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | +3.4% | +3.4% | 0.0% | +2.7% |
| 3M | -5.7% | -4.5% | -1.2% | -5.1% |
| 6M | +13.5% | +44.0% | -30.5% | +4.9% |
| YTD | +8.4% | +34.9% | -26.4% | +0.8% |
| 1Y | +9.1% | +37.9% | -28.9% | +0.8% |
| 3Y | +149.5% | -17.1% | +166.6% | +149.6% |
| 5Y | +132.6% | -64.3% | +196.9% | +205.4% |
| All | +132.6% | -64.3% | +196.9% | +205.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling