+19.9%
JPM vs BMY
+42.1%
-22.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.3% | -6.4% | +4.0% | -1.4% |
| 30D | -2.3% | +0.2% | -2.6% | -2.3% |
| 3M | +14.9% | +16.0% | -1.1% | +12.2% |
| 6M | +23.6% | +8.3% | +15.3% | +21.7% |
| YTD | +11.3% | +22.2% | -10.9% | +7.9% |
| 1Y | +19.9% | +41.7% | -21.8% | +14.2% |
| All | +19.9% | +42.1% | -22.3% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling