+590.9%
JPM vs BX
+673.1%
-82.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.3% |
| 7D | -0.7% | -5.6% | +4.9% | +1.6% |
| 30D | -2.5% | -12.2% | +9.8% | +2.6% |
| 3M | +14.1% | +7.4% | +6.7% | +10.0% |
| 6M | +25.1% | +22.2% | +2.9% | +13.4% |
| YTD | +12.1% | -14.0% | +26.1% | +17.0% |
| 1Y | +18.8% | -27.3% | +46.1% | +32.5% |
| 3Y | +163.4% | +24.5% | +138.9% | +124.5% |
| 5Y | +156.5% | +18.9% | +137.7% | +106.6% |
| All | +590.9% | +673.1% | -82.2% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling