+7,485.8%
JPM vs BSX
+957.9%
+6,527.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | -7.0% | +6.6% | +1.5% |
| 30D | -1.4% | -10.9% | +9.5% | +1.5% |
| 3M | +13.9% | -8.2% | +22.1% | +16.0% |
| 6M | +23.5% | -37.5% | +61.0% | +38.8% |
| YTD | +11.6% | -52.8% | +64.5% | +34.5% |
| 1Y | +21.4% | -58.4% | +79.8% | +51.1% |
| 3Y | +163.4% | -16.5% | +180.0% | +168.4% |
| 5Y | +152.5% | -1.0% | +153.5% | +144.0% |
| 10Y | +592.1% | +91.2% | +500.9% | +458.1% |
| All | +7,485.8% | +957.9% | +6,527.9% | +4,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling