+131.9%
JPM vs BB
-11.2%
+143.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | +0.1% |
| 7D | -2.5% | +7.3% | -9.8% | -3.3% |
| 30D | +2.7% | +11.2% | -8.5% | +1.2% |
| 3M | -4.7% | +4.7% | -9.4% | -5.8% |
| 6M | +15.6% | +51.1% | -35.6% | +7.4% |
| YTD | +8.6% | +148.0% | -139.4% | -6.0% |
| 1Y | +10.9% | +106.1% | -95.2% | -1.9% |
| 3Y | +149.9% | +158.2% | -8.3% | +106.7% |
| 5Y | +131.9% | -10.8% | +142.8% | +121.2% |
| All | +131.9% | -11.2% | +143.2% | +121.2% |
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