+163.4%
JPM vs BBY
+42.8%
+120.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -2.5% | +9.4% | -11.8% | -4.3% |
| 3M | +14.1% | +19.3% | -5.2% | +9.9% |
| 6M | +25.1% | +47.9% | -22.8% | +14.5% |
| YTD | +12.1% | +39.6% | -27.4% | +3.8% |
| 1Y | +18.8% | +22.2% | -3.4% | +13.0% |
| 3Y | +163.4% | +45.0% | +118.4% | +134.0% |
| All | +163.4% | +42.8% | +120.6% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling