+162.3%
JPM vs BMY
+22.1%
+140.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -0.4% | -4.8% | +4.4% | +0.2% |
| 30D | -1.4% | -0.7% | -0.7% | -1.3% |
| 3M | +13.9% | +15.3% | -1.4% | +11.8% |
| 6M | +23.5% | +8.5% | +15.0% | +22.0% |
| YTD | +11.6% | +23.4% | -11.8% | +8.6% |
| 1Y | +21.4% | +42.9% | -21.6% | +16.1% |
| All | +162.3% | +22.1% | +140.2% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling