+465.0%
JPM vs BMY
+59.8%
+405.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +3.5% | +2.1% | +1.4% | +2.9% |
| 30D | +3.3% | +7.0% | -3.7% | +1.1% |
| 3M | -4.2% | -0.9% | -3.3% | -4.1% |
| 6M | +16.4% | +14.9% | +1.5% | +10.9% |
| YTD | +9.5% | +22.8% | -13.3% | +1.8% |
| 1Y | +14.0% | +36.2% | -22.2% | +2.5% |
| 3Y | +153.1% | +45.7% | +107.4% | +114.9% |
| 5Y | +134.9% | +31.3% | +103.6% | +105.5% |
| All | +465.0% | +59.8% | +405.2% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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