+20.3%
JPM vs BN
-6.5%
+26.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +1.1% |
| 30D | -0.2% | -9.5% | +9.3% | +3.2% |
| 3M | +15.9% | -10.4% | +26.3% | +20.0% |
| 6M | +20.9% | -6.4% | +27.3% | +22.3% |
| YTD | +12.9% | -11.9% | +24.7% | +16.5% |
| 1Y | +20.3% | -8.6% | +28.9% | +22.5% |
| All | +20.3% | -6.5% | +26.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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