+11,062.6%
JPM vs BBY
+73,712.5%
-62,649.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | -1.4% | +6.8% | -8.2% | -3.0% |
| 3M | +13.9% | +18.7% | -4.8% | +9.2% |
| 6M | +23.5% | +37.3% | -13.8% | +13.8% |
| YTD | +11.6% | +35.3% | -23.7% | +3.0% |
| 1Y | +21.4% | +20.7% | +0.7% | +14.5% |
| 3Y | +163.4% | +39.4% | +124.0% | +134.8% |
| 5Y | +152.5% | -1.5% | +154.0% | +138.0% |
| 10Y | +592.1% | +239.8% | +352.3% | +379.1% |
| All | +11,062.6% | +73,712.5% | -62,649.9% | +2,985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling