+20.3%
JPM vs BX
-15.8%
+36.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +0.3% | -4.4% | +4.7% | +1.3% |
| 30D | -0.2% | +0.1% | -0.3% | -0.4% |
| 3M | +15.9% | +16.0% | -0.1% | +11.5% |
| 6M | +20.9% | +21.6% | -0.7% | +14.6% |
| YTD | +12.9% | -8.9% | +21.8% | +14.2% |
| 1Y | +20.3% | -16.6% | +36.9% | +23.4% |
| All | +20.3% | -15.8% | +36.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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