+18.8%
JPM vs BN
-14.1%
+32.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.7% | -5.2% | +4.5% | +1.1% |
| 30D | -2.5% | -14.5% | +12.0% | +2.7% |
| 3M | +14.1% | -15.0% | +29.1% | +20.3% |
| 6M | +25.1% | -5.4% | +30.5% | +25.9% |
| YTD | +12.1% | -16.4% | +28.6% | +17.7% |
| 1Y | +18.8% | -16.2% | +35.1% | +23.5% |
| All | +18.8% | -14.1% | +32.9% | +23.5% |
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