+20.3%
JPM vs BSX
-55.6%
+75.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.0% |
| 7D | +0.3% | +2.0% | -1.8% | +0.3% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | +15.9% | -2.1% | +18.0% | +16.0% |
| 6M | +20.9% | -33.8% | +54.7% | +20.1% |
| YTD | +12.9% | -49.9% | +62.8% | +12.1% |
| 1Y | +20.3% | -55.4% | +75.7% | +18.4% |
| All | +20.3% | -55.6% | +75.9% | +18.4% |
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