+16.1%
JPM vs BSX
-53.7%
+69.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.2% | +4.1% |
| 7D | +3.8% | +8.0% | -4.2% | +3.6% |
| 30D | +6.5% | +8.1% | -1.6% | +6.3% |
| 3M | -1.0% | -6.7% | +5.6% | -1.0% |
| 6M | +15.5% | -19.4% | +34.9% | +15.9% |
| YTD | +11.4% | -51.9% | +63.3% | +11.5% |
| 1Y | +16.1% | -53.6% | +69.7% | +17.0% |
| All | +16.1% | -53.7% | +69.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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