+132.6%
JPM vs BN
+36.7%
+95.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +3.4% | +13.6% | -10.1% | -2.1% |
| 3M | -5.7% | -6.7% | +1.0% | -3.1% |
| 6M | +13.5% | -9.0% | +22.5% | +17.5% |
| YTD | +8.4% | -8.8% | +17.2% | +11.5% |
| 1Y | +9.1% | -10.6% | +19.7% | +13.0% |
| 3Y | +149.5% | +98.8% | +50.7% | +81.4% |
| 5Y | +132.6% | +33.6% | +99.0% | +98.1% |
| All | +132.6% | +36.7% | +95.9% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling