+163.4%
JPM vs BSX
-20.5%
+183.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -0.7% | -10.1% | +9.4% | +1.1% |
| 30D | -2.5% | -16.4% | +14.0% | +0.5% |
| 3M | +14.1% | -8.9% | +23.0% | +15.6% |
| 6M | +25.1% | -38.3% | +63.4% | +36.7% |
| YTD | +12.1% | -54.9% | +67.0% | +32.3% |
| 1Y | +18.8% | -58.8% | +77.6% | +45.0% |
| 3Y | +163.4% | -21.2% | +184.6% | +186.0% |
| All | +163.4% | -20.5% | +183.9% | +186.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling