+51.3%
JPM vs BIYA
-99.8%
+151.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.3% |
| 7D | -0.4% | +2.7% | -3.2% | -0.4% |
| 30D | -1.4% | -16.7% | +15.3% | -1.4% |
| 3M | +13.9% | -74.6% | +88.6% | +14.0% |
| 6M | +23.5% | -85.4% | +108.9% | +23.3% |
| YTD | +11.6% | -94.2% | +105.8% | +12.8% |
| 1Y | +21.4% | -98.6% | +119.9% | +25.0% |
| All | +51.3% | -99.8% | +151.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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