+11,186.2%
JPM vs BAX
+900.4%
+10,285.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.3% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | -0.2% | -5.5% | +5.3% | +1.8% |
| 3M | +15.9% | +33.5% | -17.7% | +3.2% |
| 6M | +20.9% | +35.9% | -14.9% | +6.4% |
| YTD | +12.9% | +35.4% | -22.5% | -1.6% |
| 1Y | +20.3% | +9.8% | +10.5% | +12.0% |
| 3Y | +160.9% | -32.7% | +193.7% | +178.8% |
| 5Y | +154.8% | -65.6% | +220.4% | +246.2% |
| 10Y | +591.1% | -34.9% | +626.0% | +618.3% |
| All | +11,186.2% | +900.4% | +10,285.8% | +4,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling