+11,024.8%
JPM vs BDX
+5,185.2%
+5,839.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.3% |
| 7D | -0.4% | -4.3% | +3.9% | +1.2% |
| 30D | -1.1% | +1.3% | -2.4% | -1.7% |
| 3M | +14.1% | +20.2% | -6.1% | +6.1% |
| 6M | +23.3% | +8.6% | +14.7% | +18.7% |
| YTD | +11.3% | +19.0% | -7.7% | +3.3% |
| 1Y | +23.0% | +21.2% | +1.8% | +13.2% |
| 3Y | +162.6% | -9.7% | +172.3% | +163.6% |
| 5Y | +152.8% | -3.4% | +156.2% | +145.1% |
| 10Y | +583.6% | +53.9% | +529.8% | +439.0% |
| All | +11,024.8% | +5,185.2% | +5,839.7% | +2,306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling