+135.3%
JPM vs BMY
+30.5%
+104.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +3.5% | +2.1% | +1.4% | +3.1% |
| 30D | +3.3% | +7.0% | -3.7% | +2.0% |
| 3M | -4.2% | -0.9% | -3.3% | -4.1% |
| 6M | +16.4% | +14.9% | +1.5% | +13.3% |
| YTD | +9.5% | +22.8% | -13.3% | +5.1% |
| 1Y | +14.0% | +36.2% | -22.2% | +7.4% |
| 3Y | +153.1% | +45.7% | +107.4% | +131.0% |
| All | +135.3% | +30.5% | +104.8% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling