+590.9%
JPM vs BRKR
+155.3%
+435.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -8.7% | +8.0% | +1.4% |
| 30D | -2.5% | -9.9% | +7.4% | -0.3% |
| 3M | +14.1% | -3.1% | +17.2% | +12.8% |
| 6M | +25.1% | +45.5% | -20.4% | +9.2% |
| YTD | +12.1% | +13.7% | -1.6% | +4.1% |
| 1Y | +18.8% | +67.4% | -48.6% | -2.1% |
| 3Y | +163.4% | -13.2% | +176.6% | +146.8% |
| 5Y | +156.5% | -39.5% | +196.0% | +165.5% |
| All | +590.9% | +155.3% | +435.5% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling