+1,341.7%
JPM vs BB
+325.0%
+1,016.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | +1.6% | +9.0% | -7.3% | +0.4% |
| 30D | +3.4% | +7.7% | -4.2% | +2.0% |
| 3M | -5.7% | +4.0% | -9.6% | -7.0% |
| 6M | +13.5% | +46.6% | -33.1% | +5.0% |
| YTD | +8.4% | +140.6% | -132.2% | -7.0% |
| 1Y | +9.1% | +103.1% | -94.1% | -4.5% |
| 3Y | +149.5% | +150.5% | -1.1% | +103.1% |
| 5Y | +132.6% | -15.4% | +148.0% | +113.6% |
| 10Y | +480.0% | +25.4% | +454.6% | +328.3% |
| All | +1,341.7% | +325.0% | +1,016.6% | +612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling