+590.9%
JPM vs BSX
+83.9%
+506.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -0.7% | -10.1% | +9.4% | +3.7% |
| 30D | -2.5% | -16.4% | +14.0% | +4.7% |
| 3M | +14.1% | -8.9% | +23.0% | +17.5% |
| 6M | +25.1% | -38.3% | +63.4% | +50.8% |
| YTD | +12.1% | -54.9% | +67.0% | +54.2% |
| 1Y | +18.8% | -58.8% | +77.6% | +70.3% |
| 3Y | +163.4% | -21.2% | +184.6% | +167.3% |
| 5Y | +156.5% | -3.3% | +159.9% | +129.1% |
| All | +590.9% | +83.9% | +506.9% | +415.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling