+1,087.7%
JPM vs BX
+873.6%
+214.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.9% |
| 7D | -0.4% | -5.7% | +5.2% | +2.0% |
| 30D | -1.4% | -8.9% | +7.5% | +2.3% |
| 3M | +13.9% | +8.4% | +5.6% | +9.3% |
| 6M | +23.5% | +18.9% | +4.6% | +12.8% |
| YTD | +11.6% | -13.6% | +25.3% | +16.3% |
| 1Y | +21.4% | -22.4% | +43.8% | +31.7% |
| 3Y | +163.4% | +26.0% | +137.4% | +122.9% |
| 5Y | +152.5% | +18.8% | +133.7% | +103.2% |
| 10Y | +592.1% | +668.7% | -76.6% | +132.1% |
| All | +1,087.7% | +873.6% | +214.1% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling