+152.5%
JPM vs BB
-25.5%
+178.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -0.4% | +1.8% | -2.3% | -0.7% |
| 30D | -1.4% | -12.2% | +10.8% | 0.0% |
| 3M | +13.9% | -12.3% | +26.3% | +14.6% |
| 6M | +23.5% | +122.7% | -99.2% | +8.8% |
| YTD | +11.6% | +104.5% | -92.8% | -0.6% |
| 1Y | +21.4% | +106.7% | -85.3% | +7.3% |
| 3Y | +163.4% | +70.0% | +93.5% | +131.0% |
| 5Y | +152.5% | -27.8% | +180.3% | +147.6% |
| All | +152.5% | -25.5% | +178.0% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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