+10,848.8%
JPM vs BMY
+1,705.2%
+9,143.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | +3.5% | +2.1% | +1.4% | +2.6% |
| 30D | +3.3% | +7.0% | -3.7% | +0.3% |
| 3M | -4.2% | -0.9% | -3.3% | -4.2% |
| 6M | +16.4% | +14.9% | +1.5% | +8.9% |
| YTD | +9.5% | +22.8% | -13.3% | -1.0% |
| 1Y | +14.0% | +36.2% | -22.2% | -1.5% |
| 3Y | +153.1% | +45.7% | +107.4% | +103.8% |
| 5Y | +134.9% | +31.3% | +103.6% | +95.3% |
| 10Y | +485.7% | +60.6% | +425.2% | +328.7% |
| All | +10,848.8% | +1,705.2% | +9,143.6% | +1,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling