+10,848.8%
JPM vs BN
+15,531.3%
-4,682.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.8% |
| 7D | +3.5% | -1.0% | +4.5% | +4.0% |
| 30D | +3.3% | +14.0% | -10.7% | -3.5% |
| 3M | -4.2% | -9.0% | +4.8% | +0.2% |
| 6M | +16.4% | -8.8% | +25.2% | +21.1% |
| YTD | +9.5% | -10.3% | +19.8% | +13.9% |
| 1Y | +14.0% | -5.8% | +19.8% | +15.6% |
| 3Y | +153.1% | +94.8% | +58.3% | +72.0% |
| 5Y | +134.9% | +31.5% | +103.4% | +88.4% |
| 10Y | +485.7% | +291.9% | +193.8% | +165.6% |
| All | +10,848.8% | +15,531.3% | -4,682.5% | +1,753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling