+590.9%
JPM vs BDX
+59.3%
+531.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.5% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | -2.5% | -2.5% | +0.1% | -1.7% |
| 3M | +14.1% | +21.4% | -7.3% | +6.5% |
| 6M | +25.1% | +10.4% | +14.7% | +20.3% |
| YTD | +12.1% | +18.8% | -6.7% | +4.9% |
| 1Y | +18.8% | +21.7% | -2.9% | +10.0% |
| 3Y | +163.4% | -10.0% | +173.4% | +167.4% |
| 5Y | +156.5% | -1.8% | +158.4% | +148.9% |
| All | +590.9% | +59.3% | +531.6% | +518.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling