+152.5%
JPM vs BSX
-3.9%
+156.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -0.7% | -10.1% | +9.4% | +2.3% |
| 30D | -2.5% | -16.4% | +14.0% | +2.4% |
| 3M | +14.1% | -8.9% | +23.0% | +16.5% |
| 6M | +25.1% | -38.3% | +63.4% | +43.4% |
| YTD | +12.1% | -54.9% | +67.0% | +43.0% |
| 1Y | +18.8% | -58.8% | +77.6% | +57.4% |
| 3Y | +163.4% | -21.2% | +184.6% | +158.4% |
| All | +152.5% | -3.9% | +156.4% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling